Mesoblast Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:71.86% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5341 | 4.66 | |
| 0.1457 | 3.87 | |
| 0.7216 | 12.27 | |
| 0.3549 | 2.45 | |
| -0.5097 | -2.13 | |
| 0.1868 | 0.99 | |
| -0.0171 | -0.11 | |
| 0.2227 | 1.55 | |
| -0.6675 | -3.05 | |
| 0.7793 | 2.52 | |
| -0.5232 | -1.76 | |
| 0.2647 | 0.90 | |
| -0.1445 | -0.72 |
Estimation Period:
Dec 16, 2004 to Jan 30, 2026
Dec 16, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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