Mesoblast Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.49% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5514 | 5.02 | |
| 0.1489 | 3.92 | |
| 0.6871 | 10.47 | |
| 0.3968 | 2.91 | |
| -0.5795 | -2.57 | |
| 0.2368 | 1.32 | |
| -0.0578 | -0.39 | |
| 0.2545 | 1.86 | |
| -0.6943 | -3.48 | |
| 0.8347 | 2.95 | |
| -0.6652 | -2.39 | |
| 0.5709 | 1.93 | |
| -0.8830 | -2.75 |
Estimation Period:
Dec 16, 2004 to Feb 13, 2026
Dec 16, 2004 to Feb 13, 2026
News Impact Curve
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