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V-Lab

ProShares UltraPro S&P 500 Asy. MEM Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

34.59%

decreased by 4.10%

1 Week

36.21%

decreased by 2.48%

1 Month

40.62%

increased by 1.93%

Analysis last updated: Tuesday, July 21, 2026 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ProShares UltraPro S&P 500 AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 25, 2009 to Jul 17, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 125% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4637
36.18***
α

ARCH

Response to squared shocks

0.1851
17.60***
β

GARCH

Volatility persistence

0.6522
107.61***
γ

leverage

Additional response to negative shocks

0.2306
14.52***

Persistence:

0.953

Half-life:

14 days