Digimarc Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:86.36% (+4.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0733 | 15.31 | |
| 0.1694 | 22.86 | |
| 0.9779 | 575.58 | |
| -0.0089 | -1.17 |
Estimation Period:
Oct 17, 2008 to Feb 27, 2026
Oct 17, 2008 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities