First Trust Indxx Critical Metals ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
46.92%
increased by 0.08%
1 Week
47.06%
increased by 0.22%
1 Month
47.62%
increased by 0.78%
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 | |
|---|---|---|
| 0.0720 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9949 | 0.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 5, 2025 to May 22, 2026
Nov 5, 2025 to May 22, 2026
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