v3.26.1
FAIR VALUE MEASUREMENTS
12 Months Ended
Dec. 31, 2025
FAIR VALUE MEASUREMENTS [Abstract]  
FAIR VALUE MEASUREMENTS
NOTE 10 - FAIR VALUE MEASUREMENTS
 
The fair value of the $178,380,953 cash held in trust is measured under Level 1 in the fair value hierarchy.
 
The fair value of the Public and Private Warrants is measured under Level 3 in the fair value hierarchy as of July 10, 2025. The fair value of Public Warrants was determined using Black-Scholes Simulation Model. The expected term of the warrant is based on the actual term of the warrant in the event of a successful business combination. The probability of an initial business combination is based on historical data from SPACs that have successfully completed an initial public offering and then gone on to complete a business combination. The volatility is based on historical volatility of comparable publicly traded SPACs.

The Public Warrants have been classified within shareholders’ equity and will not require remeasurement after issuance.

The market assumptions used to determine fair value as follows:
 
 
 
As of
July 10, 2025
 
Term
 
5 years
 
Dividends
 
$
0
 
Risk Free Rate
   
3.93
%
Probability of an Initial Business Combination
   
26.00
%
Volatility
   
5.00
%

The fair value of the Public and Private Rights is measured under Level 3 in the fair value hierarchy as of July 10, 2025. The fair value of Public Rights was determined using Black-Scholes Simulation Model. The expected term of the right is based on the actual term of the right in the event of a successful business combination. The probability of an initial business combination is based on historical data from SPACs that have successfully completed an initial public offering and then gone on to complete a business combination. The volatility is based on historical volatility of comparable publicly traded SPACs.

The Public Rights have been classified within shareholders’ equity and will not require remeasurement after issuance.

The market assumptions used to determine fair value as follows:
 
 
 
As of
July 10, 2025
 
Market adjustment
   
26.00
%
 
(1)
Includes probability of an Initial Business Combination and other factors