First Trust Indxx Critical Metals ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
42.77%
increased by 9.28%
1 Week
40.61%
increased by 7.12%
1 Month
39.94%
increased by 6.45%
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 | |
|---|---|---|
| 1.2715 | 10.96 | |
| -0.2998 | -6.22 | |
| 0.3068 | 5.17 | |
| -0.3971 | -6.90 |
Estimation Period:
Nov 5, 2025 to May 22, 2026
Nov 5, 2025 to May 22, 2026
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