Krispy Kreme Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.97% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0310 | 5.02 | |
| 0.1050 | 1.54 | |
| 0.0000 | 0.00 | |
| -2.0908 | -0.73 | |
| 1.8837 | 0.44 | |
| 1.7340 | 0.51 | |
| -2.9677 | -0.84 | |
| 6.5783 | 1.35 | |
| -13.8550 | -1.77 | |
| 18.9678 | 2.50 | |
| -18.3071 | -3.51 | |
| 10.4938 | 3.13 |
Estimation Period:
Jul 1, 2021 to Feb 6, 2026
Jul 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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