Yes. If you have insurance through the federal healthcare.gov marketplace then you promised to file a tax return when you signed up. The only way that they know for sure that you didn't earn anything and that your insurance subsidy was correct is for you to file.
However, when you file a return that shows that you earned no money and that you are not being claimed as a dependent on someone else's return you may not qualify for marketplace insurance in the future.
@tpl1114
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