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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0756	1.75*
α ARCH Response to squared shocks	0.0547	0.00
β GARCH Volatility persistence	0.1792	2.84***
γ leverage Additional response to negative shocks	-1.0000	0.00
δ power Transformation power	3.0000	3.71***

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Bleichroeder Acquisition Corp II APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bleichroeder Acquisition Corp II Analyses