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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

Date Range:

from

to

6M ·

All

graph of Bleichroeder Acquisition Corp II SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 8, 2026 to Jul 24, 2026

Model 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

ParameterValuet-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
γi Spline Coefficients
K=3
γ1-33.5059
-0.51
γ2115.3515
1.19
γ3-269.3396
-3.62***

Persistence:

0.243

Half-life:

0 days