GoHealth Inc AGARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
87.86%
decreased by 9.30%
1 Week
92.69%
decreased by 4.47%
1 Month
105.52%
increased by 8.36%
Analysis last updated: Saturday, July 11, 2026 at 09:27 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
The news-impact curve is shifted (γ = 0.95) 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.1393 | 12.26*** |
α ARCH Response to squared shocks | 0.2235 | 12.52*** |
β GARCH Volatility persistence | 0.7268 | 40.29*** |
γ leverage Additional response to negative shocks | 0.9529 | 2.11** |
Persistence:
0.950
Half-life:
14 days
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