Health insurance is required for all enrolled students by the University and all J visa holders (J-1 students, scholars, and their dependents) are required by US federal law to have health insurance which meets minimum standards set by the government.
Health insurance is a necessity for everyone living in the US because of the high cost of routine and emergency health care, and prescription medication is extremely expensive. Note: international students and scholars are not eligible for public benefits available to many US citizens with low incomes. Accepting any such public benefits can cause you to lose your legal status in the US and create a bar to your re-entry to this country.
Review estimated amounts here for 2020-2021: Carnegie Mellon University’s Standard Student Health Insurance Plan