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V-Lab

Bleichroeder Acquisition Corp II GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

58.03%

decreased by 14.14%

1 Week

59.48%

decreased by 12.69%

1 Month

63.28%

decreased by 8.89%

Analysis last updated: Friday, July 24, 2026 at 09:31 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 Jul 24, 2026
Extended Optimization

Model Insight

The estimated Student-t degrees of freedom v = 2.01 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

19.3354
2.13**
α

ARCH

Response to squared shocks

0.1480
18.35***
β

GARCH

Volatility persistence

0.9399
36.19***
ν

DF

Student-t tail thickness

2.0064
1,321.73***

Persistence:

0.940

Half-life:

11 days