Fair Value Measurements - Schedule of Key Inputs in to The Monte Carlo Simulation Model and Modified Black-Scholes Model to Derivative Warrant and Note Payable (Details)	12 Months Ended
	Dec. 31, 2025	Dec. 31, 2024
Share price [Member]
Schedule of Key Inputs in to The Monte Carlo Simulation Model and Modified Black-Scholes Model to Derivative Warrant and Note Payable [Line Items]
Derivative warrant liabilities, measurement input	11.8	11.64
Exercise price [Member]
Schedule of Key Inputs in to The Monte Carlo Simulation Model and Modified Black-Scholes Model to Derivative Warrant and Note Payable [Line Items]
Derivative warrant liabilities, measurement input	11.5	11.5
Risk-free interest rate [Member]
Schedule of Key Inputs in to The Monte Carlo Simulation Model and Modified Black-Scholes Model to Derivative Warrant and Note Payable [Line Items]
Derivative warrant liabilities, measurement input	3.48	4.19
Expected life of warrants [Member]
Schedule of Key Inputs in to The Monte Carlo Simulation Model and Modified Black-Scholes Model to Derivative Warrant and Note Payable [Line Items]
Expected life of warrants	1 year 1 month 28 days	1 year 3 months 25 days
Expected volatility of underlying shares [Member]
Schedule of Key Inputs in to The Monte Carlo Simulation Model and Modified Black-Scholes Model to Derivative Warrant and Note Payable [Line Items]
Expected volatility of underlying shares	de minimis	de minimis
Dividend yield [Member]
Schedule of Key Inputs in to The Monte Carlo Simulation Model and Modified Black-Scholes Model to Derivative Warrant and Note Payable [Line Items]
Derivative warrant liabilities, measurement input	0	0
Probability of business combination [Member]
Schedule of Key Inputs in to The Monte Carlo Simulation Model and Modified Black-Scholes Model to Derivative Warrant and Note Payable [Line Items]
Derivative warrant liabilities, measurement input	80	10