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V-Lab

Bleichroeder Acquisition Corp II GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

9.25%

decreased by 0.06%

1 Week

10.57%

increased by 1.26%

1 Month

11.14%

increased by 1.83%

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

Date Range:

from

to

6M ·

All

graph of Bleichroeder Acquisition Corp II GJR-GARCH

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

Model Insight

This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2575
5.88***
α

ARCH

Response to squared shocks

0.5106
2.10**
β

GARCH

Volatility persistence

0.2379
2.94***
γ

leverage

Additional response to negative shocks

-0.5106
-2.08**

Persistence:

0.493

Half-life:

1 days