Krispy Kreme Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.70% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0303 | 5.01 | |
| 0.1046 | 1.54 | |
| 0.0000 | 0.00 | |
| -2.0969 | -0.73 | |
| 1.8817 | 0.44 | |
| 1.7663 | 0.52 | |
| -3.0283 | -0.86 | |
| 6.6449 | 1.36 | |
| -13.8799 | -1.76 | |
| 18.8794 | 2.42 | |
| -17.9574 | -2.90 | |
| 9.3856 | 1.28 |
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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