Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-07-03
First date: 2009-01-05
Current parameters: mu=0.000410, var_0=0.000408, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000020
Current loss: -11568.266750
Current loss: -11478.100007
Current loss: -11579.164418
Current loss: -11576.414376
Current loss: -11542.190521
Current loss: -11547.333726
Current loss: -11571.858466
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Current loss: -11593.944591
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Current loss: -11593.944592
Current loss: -11593.944588
Current loss: -11593.944590
Current loss: -11593.944592
Current loss: -11593.944589
Current loss: -11593.944591
Current loss: -11593.944593
Current loss: -11593.944590
Current loss: -11593.944591
Current loss: -11593.944593
Current loss: -11593.944591
Current loss: -11593.944591
Current loss: -11593.944593
Current loss: -11593.944592
Current loss: -11593.944592
Current loss: -11593.944593
Current loss: -11593.944592
Current loss: -11593.944592
Current loss: -11593.944593
Current loss: -11593.944592
Current loss: -11593.944592
Current loss: -11593.944593
Current loss: -11593.944592
Current loss: -11593.944592
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current loss: -11593.944593
Current parameters: mu=0.000942, var_0=0.000407, alpha=0.128908, beta=0.837527, residual=0.033565, omega=0.000014
Eigenvalues of Hessian: [9.810641645012518, 101.7188387940566, 293.0331952931166, 501.934283859874]
90% confidence interval of annual long-run volatility: [0.29, 0.35]
80% confidence interval of mean of log annual return: [0.16, 0.31]
50% confidence interval of mean of log annual return: [0.20, 0.28]