Like others said, you can purchase COBRA coverage. Your employer will have to send it in the mail. You can also go through an insurance broker and try to purchase your own coverage. If you are rejected as high risk, you will qualify for a state high risk pool, that happened to me, and my insurance only cost $165/mo while I was waiting for my new insurance to kick in. Anyway, don't worry about it as you can purchase insurance, but do stay on top of it. You only have a certain time period to pick different types of insurance. You don't want a loss of coverage as your mental health issues will become a preexisting condition and can be excluded from your next coverage for 6 mos+. I got a new job just over a year ago and had to go through all of this.

Anyway, goo luck! A new job helped my depression and anxiety so much! I knew my former work environment was bad and had a bad affect on me, but I had no idea how big and bad it was until my new and way better job! Go get 'em Shamon!