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V-Lab

Mesoblast Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:70.79% (-1.47%)
Analysis last updated: Saturday, February 21, 2026 at 05:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mesoblast Ltd S0GARCH
paramt-stat
ω1.48374.52
α0.14484.22
β0.737014.43
γ10.23562.13
γ2-0.3196-1.76
γ30.01030.06
γ40.38631.88
γ5-0.6341-2.39
γ60.49312.10
γ7-0.2354-1.20
γ80.11430.57
γ9-0.0925-0.72
Estimation Period:
Dec 16, 2004 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts