GoHealth Inc Asy. MEM Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
132.65%
increased by 0.13%
1 Week
133.05%
increased by 0.53%
1 Month
134.59%
increased by 2.07%
Analysis last updated: Saturday, July 11, 2026 at 09:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 15, 2020 to Jul 10, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 169 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4984 | 9.15*** |
α ARCH Response to squared shocks | 0.1609 | 11.83*** |
β GARCH Volatility persistence | 0.8297 | 91.34*** |
γ leverage Additional response to negative shocks | 0.0105 | 0.63 |
Persistence:
0.996
Half-life:
169 days
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