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V-Lab

Bleichroeder Acquisition Corp II EGARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

6.52%

decreased by 0.42%

1 Week

7.30%

increased by 0.36%

1 Month

8.44%

increased by 1.50%

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

Date Range:

from

to

6M ·

All

graph of Bleichroeder Acquisition Corp II EGARCH

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

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 345% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

-0.2270
-4.81***
α

ARCH

Response to squared shocks

0.3051
6.21***
β

GARCH

Volatility persistence

0.7983
19.19***
γ

leverage

Additional response to negative shocks

0.1932
5.49***

Persistence:

0.798

Half-life:

3 days