V-Lab
Bleichroeder Acquisition Corp II Asy. MEM Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
5.46%
decreased by 0.10%
1 Week
5.68%
increased by 0.12%
1 Month
6.21%
increased by 0.65%
Analysis last updated: Friday, July 24, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 8, 2026 to Jul 24, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 140% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0141 | 6.94*** |
α ARCH Response to squared shocks | 0.4223 | 4.72*** |
β GARCH Volatility persistence | 0.6265 | 20.86*** |
γ leverage Additional response to negative shocks | -0.2465 | -2.02** |
Persistence:
0.926
Half-life:
9 days
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