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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 15, 2020 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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