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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Proshares S&P 500 EX-Technology ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 27, 2015 to Aug 7, 2026
Illiquid 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

ParameterValuet-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