V-Lab
Proshares S&P 500 EX-Technology ETF MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
15.29%
decreased by 0.74%
1 Week
15.52%
decreased by 0.51%
1 Month
16.07%
increased by 0.04%
Analysis last updated: Saturday, August 8, 2026 at 02:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 27, 2015 to Aug 7, 2026Illiquid Asset
Model Insight
Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0850 | 11.00*** |
α ARCH Response to squared shocks | 0.1156 | 14.50*** |
β GARCH Volatility persistence | 0.8090 | 82.77*** |
Persistence:
0.925
Half-life:
9 days
Other Proshares S&P 500 EX-Technology ETF Analyses
Other MEM Analyses on ETFs