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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 25, 2009 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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