V-Lab: Mesoblast Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Mesoblast Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:102.88% (+16.29%)

Analysis last updated: Thursday, May 2, 2024 at 03:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	17.9084	7.01
$α$	0.1218	20.11
$β$	0.9330	102.22
$ν$	4	11.43

Estimation Period:
Dec 16, 2004 to Apr 26, 2024