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V-Lab

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

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 10, 2026

Model 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

ParameterValuet-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