Leverage: 1.0
Supplementary leverage: 1.0
Last date: 2026-07-03
First date: 2007-04-02
Current parameters: mu=0.000177, var_0=0.000186, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000009
Current loss: -14779.851076
Current loss: -14681.824280
Current loss: -14800.870106
Current loss: -14809.841639
Current loss: -14772.491287
Current loss: -14770.998877
Current loss: -14794.793155
Current loss: -14811.642625
Current loss: -14811.820547
Current loss: -14805.364518
Current loss: -14802.502935
Current loss: -14809.558091
Current loss: -14822.263104
Current loss: -14828.789924
Current loss: -14823.539510
Current loss: -14815.788842
Current loss: -14817.580872
Current loss: -14826.584200
Current loss: -14831.035740
Current loss: -14826.176137
Current loss: -14821.080222
Current loss: -14824.243448
Current loss: -14830.514911
Current loss: -14831.547169
Current loss: -14827.707320
Current loss: -14825.195443
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Current loss: -14832.096573
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Current loss: -14832.096592
Current loss: -14832.096590
Current loss: -14832.096584
Current loss: -14832.096591
Current loss: -14832.096593
Current loss: -14832.096588
Current loss: -14832.096591
Current loss: -14832.096596
Current loss: -14832.096591
Current loss: -14832.096592
Current loss: -14832.096596
Current loss: -14832.096593
Current loss: -14832.096592
Current loss: -14832.096596
Current loss: -14832.096594
Current loss: -14832.096593
Current loss: -14832.096596
Current loss: -14832.096595
Current loss: -14832.096594
Current loss: -14832.096595
Current loss: -14832.096595
Current loss: -14832.096594
Current loss: -14832.096595
Current loss: -14832.096596
Current loss: -14832.096595
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096595
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current loss: -14832.096596
Current parameters: mu=0.000746, var_0=0.000193, alpha=0.119095, beta=0.859064, residual=0.021841, omega=0.000004
Eigenvalues of Hessian: [7.7936756755416825, 104.92307508611344, 502.71407137781046, 780.8965947297775]
90% confidence interval of annual long-run volatility: [0.19, 0.25]
80% confidence interval of mean of log annual return: [0.14, 0.23]
50% confidence interval of mean of log annual return: [0.16, 0.21]