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	param	t-stat
$m$	126
$α$	0.1070	7.75
$β$	0.7382	42.07
$γ$	0.0269	1.84
$λ_{1}$	0.0861	1.38
$λ_{2}$	0.0739	4.73
$λ_{3}$	0.9257	45.99

V-Lab

Digimarc Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:82.60% (-2.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digimarc Corp Analyses