V-Lab: Yum! Brands Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Yum! Brands Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:18.91% (-1.01%)

Analysis last updated: Friday, May 17, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.7434	7.29
$α$	0.0664	77.34
$β$	0.9976	3107.93
$ν$	5	36.00

Estimation Period:
Sep 12, 1997 to May 17, 2024