v3.25.4
SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES (Tables)
3 Months Ended
Dec. 31, 2025
Accounting Policies [Abstract]  
SCHEDULE OF DERIVATIVE LIABILITY ON CONVERTIBLE NOTES USING BLACK SCHOLES PRICING MODEL

The Black Scholes pricing model used to determine the Derivative Liability on convertible notes issued by the Company in which an embedded derivative is recognized as of December 31, 2025 utilized the following inputs:

 SCHEDULE OF DERIVATIVE LIABILITY ON CONVERTIBLE NOTES USING BLACK SCHOLES PRICING MODEL 

Schedule of Derivative liability     
Risk Free Interest Rate   3.48%
Expected Term   0.57 – (5.66) Yrs 
Expected Volatility   1192.672%
Expected Dividends   -