Skip to main content
V-Lab

Bleichroeder Acquisition Corp II AGARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

6.42%

increased by 0.41%

1 Week

7.96%

increased by 1.95%

1 Month

8.50%

increased by 2.49%

Analysis last updated: Friday, July 24, 2026 at 09:31 PM UTC

Date Range:

from

to

6M ·

All

graph of Bleichroeder Acquisition Corp II AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 8, 2026 to Jul 24, 2026

Model Insight

The news-impact curve is shifted (γ = -0.62) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0789
4.79***
α

ARCH

Response to squared shocks

0.2349
8.22***
β

GARCH

Volatility persistence

0.2003
4.50***
γ

leverage

Additional response to negative shocks

-0.6175
-15.53***

Persistence:

0.435

Half-life:

1 days