GoHealth Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
132.13%
increased by 1.74%
1 Week
129.68%
decreased by 0.71%
1 Month
121.30%
decreased by 9.09%
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
Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days. The volatility power δ = 1.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2957 | 4.70*** |
α ARCH Response to squared shocks | 0.1894 | 21.10*** |
β GARCH Volatility persistence | 0.8104 | 82.63*** |
γ leverage Additional response to negative shocks | 0.0304 | 1.58 |
δ power Transformation power | 1.5037 | 14.41*** |
Persistence:
0.973
Half-life:
26 days
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