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
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 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
| Parameter | Value | t-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
Other GoHealth Inc Analyses
Other GAS-GARCH Student T Analyses on Equities