The volume of a brain lesion (e.g. infarct or tumor) is a powerful indicator of patient prognosis and can be used to guide the therapeutic strategy. Lesional volume estimation is usually performed by segmentation with deep convolutional neural networks (CNN), currently the state-of-the-art approach. However, to date, few work has been done to equip volume segmentation tools with adequate quantitative predictive intervals, which can hinder their usefulness and acceptation in clinical practice. In this work, we propose TriadNet, a segmentation approach relying on a multi-head CNN architecture, which provides both the lesion volumes and the associated predictive intervals simultaneously, in less than a second. We demonstrate its superiority over other solutions on BraTS 2021, a large-scale MRI glioblastoma image database.