Skip to main content
V-Lab

Bleichroeder Acquisition Corp II GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

7.18%

decreased by 0.34%

1 Week

8.39%

increased by 0.87%

1 Month

8.76%

increased by 1.24%

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

Date Range:

from

to

6M ·

All

graph of Bleichroeder Acquisition Corp II GARCH

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

Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2038
11.20***
α

ARCH

Response to squared shocks

0.3480
7.99***
β

GARCH

Volatility persistence

0.0000
0.00

Persistence:

0.348

Half-life:

1 days