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	param	t-stat
$ω$	1.3089	6.81
$α$	0.1410	3.40
$β$	0.6367	7.63
$γ_{1}$	0.7949	4.95
$γ_{2}$	-1.1942	-4.79
$γ_{3}$	0.8956	4.54
$γ_{4}$	-1.0704	-4.69
$γ_{5}$	1.0167	4.30
$γ_{6}$	-0.6200	-2.96
$γ_{7}$	0.0896	0.45
$γ_{8}$	0.2286	1.03
$γ_{9}$	-0.2040	-1.07

V-Lab

Digimarc Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:70.97% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digimarc Corp Analyses