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V-Lab

Bleichroeder Acquisition Corp II GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

67.55%

increased by 19.13%

1 Week

71.24%

increased by 22.82%

1 Month

80.63%

increased by 32.21%

Analysis last updated: Friday, August 21, 2026 at 09:36 PM UTC

Date Range:

from

to

6M ·

All

graph of Bleichroeder Acquisition Corp II GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 8, 2026 to Aug 21, 2026
Extended Optimization

Model Insight

The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

36.9609
2.21**
α

ARCH

Response to squared shocks

0.1556
22.28***
β

GARCH

Volatility persistence

0.9431
39.14***
ν

DF

Student-t tail thickness

2.0029
3,338.25***

Persistence:

0.943

Half-life:

12 days