Mesoblast Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.70% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3010 | 16.56 | |
| 0.1406 | 11.66 | |
| 0.8146 | 111.04 | |
| -0.0290 | -1.57 |
Estimation Period:
Dec 16, 2004 to Feb 13, 2026
Dec 16, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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