V-Lab
GoHealth Inc Asy. Power MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, July 22nd, 2026):
1 Day
114.10%
1 Week
112.36%
1 Month
106.48%
Analysis last updated: Wednesday, July 22, 2026 at 10:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 15, 2020 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 25 trading days, meaning a shock loses half its impact after approximately 25 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 | 0.2989 | 4.74*** |
α ARCH Response to squared shocks | 0.1898 | 21.09*** |
β GARCH Volatility persistence | 0.8095 | 82.25*** |
γ leverage Additional response to negative shocks | 0.0312 | 1.63 |
δ power Transformation power | 1.5006 | 14.41*** |
Persistence:
0.973
Half-life:
25 days
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