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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 8, 2026 to Jul 24, 2026Extended 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
| Parameter | Value | t-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
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