Yum! Brands Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.41%
decreased by 0.61%
1 Week
23.63%
decreased by 0.39%
1 Month
24.45%
increased by 0.43%
Analysis last updated: Saturday, June 13, 2026 at 12:33 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 15.74 | |
| 0.0304 | 17.36 | |
| 0.9226 | 438.72 | |
| 0.0699 | 14.81 |
Estimation Period:
Sep 12, 1997 to Jun 12, 2026
Sep 12, 1997 to Jun 12, 2026
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