GoHealth Inc MEM Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
132.65%
decreased by 0.28%
1 Week
133.05%
increased by 0.12%
1 Month
134.59%
increased by 1.66%
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 161 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5112 | 3.98*** |
α ARCH Response to squared shocks | 0.1668 | 14.40*** |
β GARCH Volatility persistence | 0.8289 | 94.06*** |
Persistence:
0.996
Half-life:
161 days
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