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
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 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
| Parameter | Value | t-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
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