V-Lab
Bleichroeder Acquisition Corp II Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
2.35%
decreased by 0.52%
1 Week
2.58%
decreased by 0.29%
1 Month
2.64%
decreased by 0.23%
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, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7179 | 2.06** |
α ARCH Response to squared shocks | 0.2432 | 1.84* |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=3
| γ1 | -33.5059 | -0.51 |
| γ2 | 115.3515 | 1.19 |
| γ3 | -269.3396 | -3.62*** |
Persistence:
0.243
Half-life:
0 days
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