V-Lab: Mesoblast Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Mesoblast Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:63.59% (-5.89%)

Analysis last updated: Thursday, May 16, 2024 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	18.1162	6.90
$α$	0.1213	20.38
$β$	0.9351	104.37
$ν$	4	11.55

Estimation Period:
Dec 16, 2004 to May 10, 2024