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	param	t-stat
$ω$	0.2178	13.73
$α$	0.0624	12.24
$β$	0.9244	242.74
$γ$	0.0105	1.62

V-Lab

Digimarc Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:77.28% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digimarc Corp Analyses