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