Mesoblast Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:70.79% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4837 | 4.52 | |
| 0.1448 | 4.22 | |
| 0.7370 | 14.43 | |
| 0.2356 | 2.13 | |
| -0.3196 | -1.76 | |
| 0.0103 | 0.06 | |
| 0.3863 | 1.88 | |
| -0.6341 | -2.39 | |
| 0.4931 | 2.10 | |
| -0.2354 | -1.20 | |
| 0.1143 | 0.57 | |
| -0.0925 | -0.72 |
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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