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V-Lab

GoHealth Inc GAS-GARCH Student T Volatility Analysis

Inactive

Last recorded values (Wednesday, July 22nd, 2026):

1 Day

130.99%

1 Week

130.36%

1 Month

128.00%

Analysis last updated: Wednesday, July 22, 2026 at 10:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of GoHealth Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 15, 2020 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 54 trading days, meaning a shock loses half its impact after approximately 54 days. Returns follow a Student-t distribution with v = 3.78 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

42.1638
3.76***
α

ARCH

Response to squared shocks

0.0710
30.42***
β

GARCH

Volatility persistence

0.9871
310.91***
ν

DF

Student-t tail thickness

3.7821
12.48***

Persistence:

0.987

Half-life:

54 days