Mesoblast Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.71% (+9.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1512 | 13.59 | |
| 0.7543 | 57.17 | |
| -0.0298 | -1.76 | |
| 0.1506 | 1.71 | |
| 0.0119 | 2.36 | |
| 0.9805 | 115.69 |
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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