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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1071	7.73
$β$	0.7377	41.75
$γ$	0.0267	1.83
$λ_{1}$	0.0868	1.39
$λ_{2}$	0.0731	4.68
$λ_{3}$	0.9264	46.13

V-Lab

Digimarc Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 3rd, 2026:80.09% (-5.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digimarc Corp Analyses