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 Friday, June 12th, 2026
1 Day
28.88%
increased by 0.07%
1 Week
29.01%
increased by 0.20%
1 Month
29.54%
increased by 0.73%
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 | |
|---|---|---|
| 0.0143 | 1.75 | |
| 0.0000 | 0.00 | |
| 1.0000 | 88.62 | |
| 0.7069 | 0.00 | |
| 1.9354 | 7.00 |
Estimation Period:
Oct 16, 2025 to Jun 5, 2026
Oct 16, 2025 to Jun 5, 2026
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