Pictet Cleaner Planet ETF APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 16th, 2026
1 Day
29.45%
increased by 0.07%
1 Week
29.59%
increased by 0.21%
1 Month
30.15%
increased by 0.77%
Analysis last updated: Tuesday, June 16, 2026 at 10:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 2.04 | |
| 0.0000 | 0.00 | |
| 1.0000 | 93.37 | |
| 0.7717 | 0.00 | |
| 1.8592 | 7.13 |
Estimation Period:
Oct 16, 2025 to Jun 12, 2026
Oct 16, 2025 to Jun 12, 2026
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