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V-Lab

Mesoblast Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:71.86% (+1.67%)
Analysis last updated: Friday, February 6, 2026 at 07:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mesoblast Ltd S0GARCH
paramt-stat
ω1.53414.66
α0.14573.87
β0.721612.27
γ10.35492.45
γ2-0.5097-2.13
γ30.18680.99
γ4-0.0171-0.11
γ50.22271.55
γ6-0.6675-3.05
γ70.77932.52
γ8-0.5232-1.76
γ90.26470.90
γ10-0.1445-0.72
Estimation Period:
Dec 16, 2004 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts