V-Lab
V-Lab
Yum! Brands Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:15.82% (-0.28%)

Analysis last updated: Thursday, April 25, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yum! Brands Inc GJR-GARCH
paramt-stat
ω0.049115.15
α0.035018.06
β0.9153385.24
γ0.077414.70
Estimation Period:
Sep 12, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts