GoHealth Inc EGARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
94.30%
decreased by 9.68%
1 Week
96.62%
decreased by 7.36%
1 Month
101.94%
decreased by 2.04%
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
Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.
σ
EGARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3817 | 5.82*** |
α ARCH Response to squared shocks | 0.3042 | 11.27*** |
β GARCH Volatility persistence | 0.9004 | 49.91*** |
γ leverage Additional response to negative shocks | -0.0208 | -1.27 |
Persistence:
0.900
Half-life:
7 days
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