Yes there are still Penalties in 2018 for no health insurance.
The 'Healthcare All Year' box indicates that everyone on the return had insurance all year. The 'Exempt' box should be checked if you chose an exemption and TurboTax told you there was no penalty.
Go through the Health Insurance section again and re-check your entries. Be sure to continue completely through the section.
Here's more info:
https://ttlc.intuit.com/replies/4827640
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