Mesoblast Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.45% (+9.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2990 | 16.56 | |
| 0.1406 | 11.65 | |
| 0.8148 | 111.19 | |
| -0.0293 | -1.59 |
Estimation Period:
Dec 16, 2004 to Feb 6, 2026
Dec 16, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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