V-Lab
GoHealth Inc Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, July 22nd, 2026):
1 Day
216.99%
1 Week
225.83%
1 Month
229.78%
Analysis last updated: Wednesday, July 22, 2026 at 10:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 15, 2020 to Jul 17, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 1 trading day.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9821 | 4.96*** |
α ARCH Response to squared shocks | 0.1165 | 2.34** |
β GARCH Volatility persistence | 0.3702 | 1.86* |
Spline Coefficients
K=6
| γ1 | 1.8156 | 2.26** |
| γ2 | -2.5765 | -2.56** |
| γ3 | -0.0865 | -0.09 |
| γ4 | 2.3117 | 2.57** |
| γ5 | -2.5974 | -3.08*** |
| γ6 | 3.7855 | 2.24** |
Persistence:
0.487
Half-life:
1 days
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