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V-Lab

ProShares Ultra VIX Short-Term Futures ETF Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, September 8th, 2026

1 Day

64.44%

increased by 0.56%

1 Week

69.88%

increased by 6.00%

1 Month

77.39%

increased by 13.51%

Analysis last updated: Friday, September 4, 2026 at 09:32 PM UTC

Date Range:

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to

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2Y ·

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graph of ProShares Ultra VIX Short-Term Futures ETF APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 8, 2011 to Sep 4, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 37% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets. The volatility power δ = 0.88 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

Inverse leverage: Positive returns increase volatility 37% more than negative returnsδ = 0.88 · sub-quadratic power
ParamValuet-stat
ωconst0.8107
2.69***
αARCH0.3497
13.54***
βGARCH0.5301
15.06***
γleverage-0.1764
-4.76***
δpower0.8797
4.26***

0.808

Persistence

3d

Half-life
μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8107
2.69***
α

ARCH

Response to squared shocks

0.3497
13.54***
β

GARCH

Volatility persistence

0.5301
15.06***
γ

leverage

Additional response to negative shocks

-0.1764
-4.76***
δ

power

Transformation power

0.8797
4.26***

Persistence:

0.808

Half-life:

3 days