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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ProShares Ultra Nasdaq Cybersecurity ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 21, 2021 to Aug 14, 2026

Model 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

ParameterValuet-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