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V-Lab

GoHealth Inc AGARCH Volatility Analysis

Inactive

Last recorded values (Wednesday, July 22nd, 2026):

1 Day

112.01%

1 Week

113.82%

1 Month

118.94%

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 AGARCH

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

The news-impact curve is shifted (γ = 0.94) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.1585
12.23***
α

ARCH

Response to squared shocks

0.2229
12.56***
β

GARCH

Volatility persistence

0.7269
40.33***
γ

leverage

Additional response to negative shocks

0.9395
2.07**

Persistence:

0.950

Half-life:

13 days