We need a bit more information please, and photo if possible - is the plant indoors or outdoors, what part of the world are you in (for climate) how long have you had the plant, which variety of Yucca is it?

Welcome to GoY!
In the southern U.S., deciduous species of Yucca, such as Y. filamentosa, will be going dormant. Up north, that would have happened 3-4 months ago. Evergreen species, such as Y. baccata, might be turning a funky olive green, sometimes with purplish tints, and maybe shrivelling a little, as an adaptation to colder weather. In nearly frost free areas--like where I live--evergreen species may be showing evidence of problems such as overwatering, root rot, or Agave snout weevil. As Bamboo said, more information is needed.