Leverage: 1.0
Last date: 2026-07-07
First date: 2009-01-06
Current parameters: mu=0.000459, var_0=0.000163, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000008
Current loss: -13048.690555
Current loss: -12930.378386
Current loss: -13061.690828
Current loss: -13049.660078
Current loss: -13004.940532
Current loss: -13032.974866
Current loss: -13070.980747
Current loss: -13065.591080
Current loss: -13052.116608
Current loss: -13055.040676
Current loss: -13061.099732
Current loss: -13064.095244
Current loss: -13070.612008
Current loss: -13075.822192
Current loss: -13070.697874
Current loss: -13063.096600
Current loss: -13067.332199
Current loss: -13078.308684
Current loss: -13081.019342
Current loss: -13074.637251
Current loss: -13070.079876
Current loss: -13073.386080
Current loss: -13079.695735
Current loss: -13081.196933
Current loss: -13078.199401
Current loss: -13076.928730
Current loss: -13077.990222
Current loss: -13078.539529
Current loss: -13079.354039
Current loss: -13081.087660
Current loss: -13081.343542
Current loss: -13079.545942
Current loss: -13078.851884
Current loss: -13080.688673
Current loss: -13082.245819
Current loss: -13081.480186
Current loss: -13080.173530
Current loss: -13080.488893
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Current loss: -13082.484132
Current loss: -13082.484125
Current loss: -13082.484120
Current loss: -13082.484127
Current loss: -13082.484150
Current loss: -13082.484128
Current loss: -13082.484128
Current loss: -13082.484152
Current loss: -13082.484139
Current loss: -13082.484136
Current loss: -13082.484145
Current loss: -13082.484147
Current loss: -13082.484148
Current loss: -13082.484140
Current loss: -13082.484148
Current loss: -13082.484153
Current loss: -13082.484144
Current loss: -13082.484150
Current loss: -13082.484152
Current loss: -13082.484149
Current loss: -13082.484150
Current loss: -13082.484150
Current loss: -13082.484154
Current loss: -13082.484151
Current loss: -13082.484150
Current loss: -13082.484154
Current loss: -13082.484152
Current loss: -13082.484152
Current loss: -13082.484153
Current loss: -13082.484153
Current loss: -13082.484153
Current loss: -13082.484152
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484153
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484155
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484154
Current loss: -13082.484155
Current loss: -13082.484155
Current loss: -13082.484154
Current loss: -13082.484155
Current loss: -13082.484155
Current loss: -13082.484155
Current loss: -13082.484155
Current loss: -13082.484155
Current loss: -13082.484155
Current loss: -13082.484155
Current parameters: mu=0.000834, var_0=0.000188, alpha=0.216676, beta=0.703929, residual=0.079396, omega=0.000015
Eigenvalues of Hessian: [10.857035992565775, 108.37869330917681, 630.1552516562376, 721.4418167567528]
90% confidence interval of annual long-run volatility: [0.20, 0.24]
80% confidence interval of mean of log annual return: [0.16, 0.26]
50% confidence interval of mean of log annual return: [0.18, 0.24]