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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 8, 2026 to Aug 21, 2026Extended 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
| Parameter | Value | t-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
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