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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of GoHealth Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 15, 2020 to Jul 10, 2026

Model 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

ParameterValuet-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