Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of GoHealth Inc GJR-GARCH

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 12 trading days, meaning a shock loses half its impact after approximately 12 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-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