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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of GoHealth Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 15, 2020 to Jul 17, 2026

Model 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

Tap to view equation

ParameterValuet-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