Pictet Cleaner Planet ETF GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 12th, 2026
1 Day
28.73%
increased by 0.06%
1 Week
28.86%
increased by 0.19%
1 Month
29.37%
increased by 0.70%
Analysis last updated: Friday, June 12, 2026 at 11:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 0.01 | |
| 0.0000 | 0.00 | |
| 1.0000 | 2.52 |
Estimation Period:
Oct 16, 2025 to Jun 5, 2026
Oct 16, 2025 to Jun 5, 2026
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