V-Lab
ProShares Ultra Nasdaq Cybersecurity ETF MEM Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
77.58%
decreased by 1.64%
1 Week
77.06%
decreased by 2.16%
1 Month
75.16%
decreased by 4.06%
Analysis last updated: Tuesday, August 18, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 21, 2021 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 55 trading days, meaning a shock loses half its impact after approximately 55 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1426 | 4.66*** |
α ARCH Response to squared shocks | 0.0709 | 11.88*** |
β GARCH Volatility persistence | 0.9165 | 188.47*** |
Persistence:
0.987
Half-life:
55 days
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