BetaPro NASDAQ-100 2x Daily Bull ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Friday, October 16th, 2026
1 Day
52.25%
1 Week
49.07%
1 Month
41.48%
Analysis last updated: Friday, October 16, 2026 at 09:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 18, 2008 to Oct 9, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 82% more than equivalent positive returns. The volatility power δ = 1.15 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.1767 | 4.02*** |
| αARCH | 0.2209 | 11.27*** |
| βGARCH | 0.7372 | 32.70*** |
| γleverage | 0.2545 | 5.85*** |
| δpower | 1.1455 | 5.19*** |
0.917
Persistence8d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1767 | 4.02*** |
α ARCH Response to squared shocks | 0.2209 | 11.27*** |
β GARCH Volatility persistence | 0.7372 | 32.70*** |
γ leverage Additional response to negative shocks | 0.2545 | 5.85*** |
δ power Transformation power | 1.1455 | 5.19*** |
Persistence:
0.917
Half-life:
8 days
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