Mesoblast Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.32% (+6.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1631 | 17.88 | |
| 0.1997 | 23.99 | |
| 0.9505 | 295.47 | |
| 0.0238 | 2.65 |
Estimation Period:
Dec 16, 2004 to Feb 6, 2026
Dec 16, 2004 to Feb 6, 2026
News Impact Curve
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