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	param	t-stat
$ω$	1.3051	6.77
$α$	0.1401	3.39
$β$	0.6383	7.41
$γ_{1}$	0.8030	4.99
$γ_{2}$	-1.2133	-4.86
$γ_{3}$	0.9186	4.68
$γ_{4}$	-1.0937	-4.82
$γ_{5}$	1.0389	4.40
$γ_{6}$	-0.6453	-3.03
$γ_{7}$	0.1298	0.60
$γ_{8}$	0.1448	0.49
$γ_{9}$	0.0181	0.04

V-Lab

Digimarc Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:79.06% (-1.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digimarc Corp Analyses