Schedule of Fair Value is Determined at Each Measurement

Fair value is determined at each measurement date using the probability weighted scenario model, which is considered to be a Level 3 fair value measurement. Key assumptions include:

	As of
	March 31,			September 30,
Assumptions	2026			2025
Risk free interest rate		3.72	%		3.60	%
Expected term		0.5			2.0
Expected volatility		60	%		70	%
Exercise Price of Warrant	$	0.01		$	0.01
Common stock fair value per share	$	3.86		$	1.84

Fair value is determined at each measurement date using the probability weighted scenario model which is considered to be a Level 3 fair value measurement. Key assumptions include:

Assumptions	FY 2025		FY 2024
Risk free interest rate		-		5.37	%
Expected volatility		-		70	%
Expected term (in years)		-		1
Exercise Price of Warrant		-		0.01
Common stock fair value per share ($)		-		1.42

Conversion Warrants

The Company’s Conversion warrants are classified as derivative liabilities under ASC 815-40 because the settlement share counts are variable, causing the instruments to fail the fixed-for-fixed criteria required for equity classification. Fair value is determined at each measurement date using the probability weighted scenario model, which is a Level 3 fair value measurement. The range of key assumptions include:

Assumptions	FY 2025			FY 2024
Risk free interest rate		3.66-3.94	%		3.66	%
Expected volatility		70	%		65	%
Expected term		2			2
Probability of qualifying financing event		40% - 100	%		50	%
Exercise Price of Warrant	$	0.01		$	0.01
Common stock fair value per share	$	1.08		$	1.08

Financing Warrants

The Company’s Financing warrants in FY2025 are classified as derivative liabilities under ASC 815-40 because the settlement share counts are variable, causing the instruments to fail the fixed-for-fixed criteria required for equity classification. Fair value is determined at each measurement date using the probability weighted scenario model, which is considered to be a Level 3 fair value measurement. The range of key assumptions include:

Assumptions	FY 2025			FY 2024
Risk free interest rate		3.60-4.28	%		-
Expected term		2			-
Expected volatility		60-70	%		-
Probability of qualifying financing event		40% - 100	%		-
Exercise Price of Warrant	$	0.01			-
Common stock fair value per share	$	1.08-1.84			-

Schedule of Financial Liabilities Measured at Fair Value Using Significant Unobservable Inputs on a Recurring Basis

The following table presents the changes in Level 3 financial liabilities measured at fair value using significant unobservable inputs on a recurring basis for the six months ended March 31, 2026 and year ended September 30, 2025:

	Warrant Liabilities		Embedded Derivatives		Total
Balance as of September 30, 2025	$	614,680	$	-	$	614,680
Issuances		-		2,044,103		2,044,103
Changes in fair value recognized in earnings		725,348		-		725,348
Balance as of September 30, 2024		1,340,028		2,044,103		3,384,131

The following table presents the changes in Level 3 financial liabilities measured at fair value using significant unobservable inputs on a recurring basis for the years ended September 30, 2025 and 2024:

	Warrant Liabilities			Embedded Derivatives			Total
Balance as of September 30, 2023	$	713,414		$	4,060,520		$	4,773,934
Issuances		-			86,700			86,700
Changes in fair value recognized in earnings		(131,244	)		1,567,737			1,436,493
Balance as of September 30, 2024		582,170			5,714,957			6,297,127
Issuances		506,921			-			506,921
Changes in fair value recognized in earnings		365,162			19,026,449			19,391,611
Reclassifications to equity upon debt conversion		(839,573	)		(24,741,406	)		(25,580,979	)
Balance as of September 30, 2025	$	614,680		$	-		$	614,680