First Trust Indxx Critical Metals ETF Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
38.82%
increased by 0.05%
1 Week
40.32%
increased by 1.55%
1 Month
45.01%
increased by 6.24%
Analysis last updated: Tuesday, July 14, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 5, 2025 to Jul 10, 2026Model Insight
This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3914 | 2.51** |
α ARCH Response to squared shocks | 0.1479 | 4.88*** |
β GARCH Volatility persistence | 0.9008 | 53.21*** |
γ leverage Additional response to negative shocks | -0.1479 | -4.32*** |
Persistence:
0.975
Half-life:
27 days
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