V-Lab
Bleichroeder Acquisition Corp II MEM Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
6.28%
increased by 0.16%
1 Week
6.50%
increased by 0.38%
1 Month
7.11%
increased by 0.99%
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
Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0127 | 5.88*** |
α ARCH Response to squared shocks | 0.3043 | 7.14*** |
β GARCH Volatility persistence | 0.6514 | 29.39*** |
Persistence:
0.956
Half-life:
15 days
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