Mesoblast Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.35% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3399 | 12.30 | |
| 0.1088 | 9.85 | |
| 0.8661 | 139.54 | |
| -0.0361 | -2.15 |
Estimation Period:
Jan 25, 2006 to Feb 6, 2026
Jan 25, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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