Mesoblast Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.83% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3023 | 16.54 | |
| 0.1406 | 11.66 | |
| 0.8144 | 110.65 | |
| -0.0292 | -1.58 |
Estimation Period:
Dec 16, 2004 to Feb 20, 2026
Dec 16, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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