Pictet Cleaner Planet ETF AGARCH 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
29.94%
increased by 0.14%
1 Week
30.16%
increased by 0.36%
1 Month
31.11%
increased by 1.31%
Analysis last updated: Friday, June 12, 2026 at 11:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0080 | -0.42 | |
| 0.0097 | 0.75 | |
| 1.0000 | 48.90 | |
| -0.0697 | -0.09 |
Estimation Period:
Oct 16, 2025 to Jun 5, 2026
Oct 16, 2025 to Jun 5, 2026
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