V-Lab: Mesoblast Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mesoblast Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:132.05% (+0.42%)

Analysis last updated: Thursday, May 2, 2024 at 03:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6606	4.37
$α$	0.1612	4.29
$β$	0.7299	14.79
$γ_{1}$	0.4379	2.29
$γ_{2}$	-0.6382	-2.06
$γ_{3}$	0.3314	1.48
$γ_{4}$	-0.3651	-1.75
$γ_{5}$	0.7935	2.50
$γ_{6}$	-1.1301	-2.69
$γ_{7}$	0.8618	2.42
$γ_{8}$	-0.4409	-1.64
$γ_{9}$	0.3493	1.29
$γ_{10}$	-0.3328	-1.42

Estimation Period:
Dec 16, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts