Leverage: 1.0
Last date: 2026-07-06
First date: 2011-01-31
Current parameters: mu=0.000262, var_0=0.000126, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000006
Current loss: -12509.705216
Current loss: -12390.188374
Current loss: -12523.009245
Current loss: -12516.268493
Current loss: -12469.759458
Current loss: -12473.864100
Current loss: -12511.597394
Current loss: -12537.734930
Current loss: -12527.627457
Current loss: -12504.400488
Current loss: -12506.248891
Current loss: -12529.149693
Current loss: -12542.867667
Current loss: -12535.857151
Current loss: -12523.271368
Current loss: -12521.898058
Current loss: -12531.505730
Current loss: -12540.499000
Current loss: -12540.611961
Current loss: -12535.159783
Current loss: -12532.768616
Current loss: -12535.702281
Current loss: -12539.537331
Current loss: -12540.797666
Current loss: -12539.895561
Current loss: -12538.665647
Current loss: -12538.392011
Current loss: -12539.477607
Current loss: -12541.323417
Current loss: -12542.427180
Current loss: -12541.786253
Current loss: -12540.425663
Current loss: -12540.316842
Current loss: -12541.887863
Current loss: -12543.331200
Current loss: -12542.879681
Current loss: -12541.430660
Current loss: -12541.349427
Current loss: -12542.821657
Current loss: -12543.714625
Current loss: -12543.030508
Current loss: -12542.153032
Current loss: -12542.439385
Current loss: -12543.348242
Current loss: -12543.589661
Current loss: -12543.097907
Current loss: -12542.836196
Current loss: -12543.150881
Current loss: -12543.497347
Current loss: -12543.505528
Current loss: -12543.359092
Current loss: -12543.304900
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Current loss: -12543.760820
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Current loss: -12543.760828
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Current loss: -12543.760830
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Current loss: -12543.760898
Current loss: -12543.760845
Current loss: -12543.760878
Current loss: -12543.760913
Current loss: -12543.760876
Current loss: -12543.760875
Current loss: -12543.760907
Current loss: -12543.760899
Current loss: -12543.760886
Current loss: -12543.760898
Current loss: -12543.760905
Current loss: -12543.760901
Current loss: -12543.760897
Current loss: -12543.760904
Current loss: -12543.760911
Current loss: -12543.760903
Current loss: -12543.760902
Current loss: -12543.760913
Current loss: -12543.760909
Current loss: -12543.760903
Current loss: -12543.760912
Current loss: -12543.760913
Current loss: -12543.760907
Current loss: -12543.760911
Current loss: -12543.760913
Current loss: -12543.760911
Current loss: -12543.760911
Current loss: -12543.760913
Current loss: -12543.760913
Current loss: -12543.760912
Current loss: -12543.760912
Current loss: -12543.760914
Current loss: -12543.760913
Current loss: -12543.760912
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760913
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760913
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760915
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760915
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760915
Current loss: -12543.760914
Current loss: -12543.760914
Current loss: -12543.760915
Current loss: -12543.760915
Current loss: -12543.760914
Current loss: -12543.760915
Current parameters: mu=0.000516, var_0=0.000134, alpha=0.143512, beta=0.827634, residual=0.028855, omega=0.000004
Eigenvalues of Hessian: [5.0172090640779325, 85.02688586429225, 431.65398290593816, 897.6228190643171]
90% confidence interval of annual long-run volatility: [0.16, 0.21]
80% confidence interval of mean of log annual return: [0.09, 0.17]
50% confidence interval of mean of log annual return: [0.11, 0.15]