Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of GoHealth Inc SGARCH

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

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

ParameterValuet-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*
γi Spline Coefficients
K=6
γ11.8154
2.28**
γ2-2.5532
-2.54**
γ3-0.1622
-0.16
γ42.4277
2.66***
γ5-2.7432
-3.16***
γ64.0100
2.32**

Persistence:

0.491

Half-life:

1 days