GoHealth Inc GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
89.73%
decreased by 7.84%
1 Week
93.52%
decreased by 4.05%
1 Month
103.21%
increased by 5.64%
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 11 trading days, meaning a shock loses half its impact after approximately 11 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.3713 | 6.44*** |
α ARCH Response to squared shocks | 0.1869 | 11.26*** |
β GARCH Volatility persistence | 0.7533 | 32.41*** |
Persistence:
0.940
Half-life:
11 days
Other GARCH Analyses on Equities