GoHealth Inc Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
208.43%
decreased by 1.62%
1 Week
221.51%
increased by 11.46%
1 Month
227.35%
increased by 17.30%
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
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 | 0.9796 | 5.00*** |
α ARCH Response to squared shocks | 0.1130 | 2.29** |
β GARCH Volatility persistence | 0.3776 | 1.87* |
Spline Coefficients
K=6
| γ1 | 1.8154 | 2.28** |
| γ2 | -2.5532 | -2.54** |
| γ3 | -0.1622 | -0.16 |
| γ4 | 2.4277 | 2.66*** |
| γ5 | -2.7432 | -3.16*** |
| γ6 | 4.0100 | 2.32** |
Persistence:
0.491
Half-life:
1 days
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