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FAIR VALUE MEASUREMENTS
12 Months Ended
Dec. 31, 2025
FAIR VALUE MEASUREMENTS  
FAIR VALUE MEASUREMENTS

NOTE 8. FAIR VALUE MEASUREMENTS

The fair value of the Company’s financial assets and liabilities reflects management’s estimate of amounts that the Company would have received in connection with the sale of the assets or paid in connection with the transfer of the liabilities in an orderly transaction between market participants at the measurement date. In connection with measuring the fair value of its assets and liabilities, the Company seeks to maximize the use of observable inputs (market data obtained from independent sources) and to minimize the use of unobservable inputs (internal assumptions about how market participants would price assets and liabilities). The following fair value hierarchy is used to classify assets and liabilities based on the observable inputs and unobservable inputs used in order to value the assets and liabilities:

Level 1:

Quoted prices in active markets for identical assets or liabilities. An active market for an asset or liability is a market in which transactions for the asset or liability occur with sufficient frequency and volume to provide pricing information on an ongoing basis.

Level 2:

Observable inputs other than Level 1 inputs. Examples of Level 2 inputs include quoted prices in active markets for similar assets or liabilities and quoted prices for identical assets or liabilities in markets that are not active.

Level 3:

Unobservable inputs based on assessment of the assumptions that market participants would use in pricing the asset or liability.

At December 31, 2025, investments held in the Trust Account were held in mutual funds primarily invested in U.S. Treasury Bills with a maturity of 185 days or less. The estimated fair values of investments held in Trust Account are determined using available market information. Fair values of these investments are determined by Level 1 inputs utilizing quoted prices (unadjusted) in active markets for identical assets.

The following table presents information about the Company’s assets and liabilities that are measured at fair value as of December 31, 2025 and 2024, and indicates the fair value hierarchy of the valuation inputs the Company utilized to determine such fair value:

  ​ ​ ​

Level

  ​ ​ ​

December 31, 2025

  ​ ​ ​

December 31, 2024

Investments held in Trust Account

 

1

$

283,377,276

$

The fair value of the public warrants was $3,132,600 or $0.227 per public warrant, and the fair value of the private placement warrants was $1,567,638 or $0.231 per private placement warrant. The fair value of both the public and private placement warrants was determined using Monte Carlo Simulation Model. Both instruments are classified within shareholders’ deficit and will not require remeasurement after issuance.

The following table presents the quantitative information regarding market assumptions used in the valuation of the public and private placement warrants:

  ​ ​ ​

May 5, 2025

 

Volatility

 

5.7

%

Risk free rate

 

3.79

%

Market implied likelihood of completing a Business Combination

 

17.2

%

Share price

$

9.886

Weighted terms (Yrs)

 

2.86

The market implied likelihood of completing a Business Combination was determined by analyzing the quoted market prices of the rights for similar companies that included rights in their units. The criteria used was:

Criteria

  ​ ​ ​

Low

  ​ ​ ​

High

IPO proceeds ($M)

55

250

Warrant coverage

 

 

1

Rights coverage (per unit)

 

0.05

 

0.20

Remaining months to complete

 

9

 

22