Mesoblast Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.87% (-4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9851 | 3.26 | |
| 0.1593 | 3.97 | |
| 0.6181 | 9.88 | |
| 0.6506 | 1.69 | |
| -0.0462 | -0.08 | |
| -1.1860 | -2.19 | |
| 0.5988 | 1.40 | |
| 0.6136 | 1.60 | |
| -1.6063 | -3.31 | |
| 1.9080 | 3.71 | |
| -1.5925 | -3.23 | |
| 0.8933 | 2.51 |
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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