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V-Lab

Mesoblast Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.49% (-2.16%)
Analysis last updated: Friday, February 20, 2026 at 07:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mesoblast Ltd SGARCH
paramt-stat
ω1.55145.02
α0.14893.92
β0.687110.47
γ10.39682.91
γ2-0.5795-2.57
γ30.23681.32
γ4-0.0578-0.39
γ50.25451.86
γ6-0.6943-3.48
γ70.83472.95
γ8-0.6652-2.39
γ90.57091.93
γ10-0.8830-2.75
Estimation Period:
Dec 16, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts