Unfortunately, unless you are on an exempt visa (like F-1 or J-1) or you are unlawfully in the US, you need to meet the ACA health insurance requirements or pay the penalty for not having insurance unless you meet an exemption.
You can check out the listed of exemptions and see if you qualify (maybe for a short gap exemption or have income below the threshold requirement to have insurance).
Click this IRS link for more information about the Shared
Responsibility Provision and the exemption
codes
