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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6654	1.69*
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9998	9.20***

γ₁	-597.0485	-1.42
γ₂	641.4023	1.00
γ₃	21.1814	0.05
γ₄	112.3822	0.42
γ₅	-595.1466	-2.88***
γ₆	626.2058	2.61***

V-Lab

Bleichroeder Acquisition Corp II Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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