First Trust Indxx Critical Metals ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
39.59%
unchanged at 0.00%
1 Week
39.59%
unchanged at 0.00%
1 Month
39.59%
unchanged at 0.00%
Analysis last updated: Friday, May 22, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2196 | 7.29 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.5605 | 0.00 |
Estimation Period:
Nov 5, 2025 to May 22, 2026
Nov 5, 2025 to May 22, 2026
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