GoHealth Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
90.13%
decreased by 8.10%
1 Week
93.94%
decreased by 4.29%
1 Month
103.87%
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 12 trading days, meaning a shock loses half its impact after approximately 12 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.2931 | 7.43*** |
α ARCH Response to squared shocks | 0.1794 | 5.35*** |
β GARCH Volatility persistence | 0.7523 | 34.40*** |
γ leverage Additional response to negative shocks | 0.0235 | 0.62 |
Persistence:
0.944
Half-life:
12 days
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