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V-Lab

GoHealth Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

117.71%

decreased by 8.37%

1 Week

117.37%

decreased by 8.71%

1 Month

116.11%

decreased by 9.97%

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 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 10, 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

42.4025
3.78***
α

ARCH

Response to squared shocks

0.0711
30.34***
β

GARCH

Volatility persistence

0.9872
315.20***
ν

DF

Student-t tail thickness

3.7754
12.62***

Persistence:

0.987

Half-life:

54 days