Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-07-06
First date: 1998-12-23
Current parameters: mu=0.000423, var_0=0.001103, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000055
Current loss: -14934.547443
Current loss: -15082.356631
Current loss: -15077.776984
Current loss: -15073.649474
Current loss: -15063.771560
Current loss: -15059.690594
Current loss: -15061.538286
Current loss: -15064.070662
Current loss: -15066.412471
Current loss: -15067.673094
Current loss: -15073.192504
Current loss: -15080.013670
Current loss: -15084.776286
Current loss: -15090.631525
Current loss: -15097.551059
Current loss: -15104.143244
Current loss: -15109.340178
Current loss: -15110.783924
Current loss: -15108.539980
Current loss: -15105.093853
Current loss: -15101.774773
Current loss: -15100.677144
Current loss: -15102.734343
Current loss: -15106.336569
Current loss: -15109.742718
Current loss: -15111.351937
Current loss: -15110.919450
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Current loss: -15108.031731
Current loss: -15107.475585
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Current loss: -15108.034084
Current loss: -15109.083641
Current loss: -15109.991008
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Current loss: -15111.541384
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Current loss: -15111.542103
Current loss: -15111.542266
Current loss: -15111.542423
Current loss: -15111.542562
Current loss: -15111.542685
Current loss: -15111.542789
Current loss: -15111.542888
Current loss: -15111.542985
Current loss: -15111.543079
Current loss: -15111.543167
Current loss: -15111.543243
Current loss: -15111.543308
Current loss: -15111.543367
Current loss: -15111.543424
Current loss: -15111.543478
Current loss: -15111.543530
Current loss: -15111.543575
Current loss: -15111.543613
Current loss: -15111.543647
Current loss: -15111.543678
Current loss: -15111.543708
Current loss: -15111.543737
Current loss: -15111.543762
Current loss: -15111.543783
Current loss: -15111.543802
Current loss: -15111.543818
Current loss: -15111.543834
Current loss: -15111.543849
Current loss: -15111.543862
Current loss: -15111.543874
Current loss: -15111.543883
Current loss: -15111.543891
Current loss: -15111.543899
Current loss: -15111.543906
Current loss: -15111.543913
Current loss: -15111.543918
Current loss: -15111.543923
Current loss: -15111.543927
Current loss: -15111.543930
Current loss: -15111.543934
Current loss: -15111.543937
Current loss: -15111.543939
Current loss: -15111.543941
Current loss: -15111.543942
Current loss: -15111.543944
Current loss: -15111.543945
Current loss: -15111.543946
Current loss: -15111.543947
Current loss: -15111.543948
Current loss: -15111.543949
Current loss: -15111.543949
Current loss: -15111.543950
Current loss: -15111.543950
Current loss: -15111.543950
Current parameters: mu=0.001635, var_0=0.001765, alpha=0.108399, beta=0.885790, residual=0.005812, omega=0.000010
Eigenvalues of Hessian: [1.2138176812612582, 80.05945276929793, 216.60263434987303, 609.6851971465097]
90% confidence interval of annual long-run volatility: [0.46, 0.92]
80% confidence interval of mean of log annual return: [0.32, 0.50]
50% confidence interval of mean of log annual return: [0.37, 0.46]