Leverage: 1.0
Last date: 2026-07-06
First date: 2007-03-09
Current parameters: mu=0.000214, var_0=0.000191, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000010
Current loss: -15023.685708
Current loss: -14960.231808
Current loss: -15082.598193
Current loss: -15101.067477
Current loss: -15068.021493
Current loss: -15062.894641
Current loss: -15081.392659
Current loss: -15100.209332
Current loss: -15107.964005
Current loss: -15109.626309
Current loss: -15109.460437
Current loss: -15112.289655
Current loss: -15120.397114
Current loss: -15126.879855
Current loss: -15126.258899
Current loss: -15121.292337
Current loss: -15120.498440
Current loss: -15126.671116
Current loss: -15133.278780
Current loss: -15134.066327
Current loss: -15130.609856
Current loss: -15129.500436
Current loss: -15132.968613
Current loss: -15136.531085
Current loss: -15136.434196
Current loss: -15133.964733
Current loss: -15132.688573
Current loss: -15134.229425
Current loss: -15137.049924
Current loss: -15138.420137
Current loss: -15137.417926
Current loss: -15136.142469
Current loss: -15136.924433
Current loss: -15138.853947
Current loss: -15139.347395
Current loss: -15138.086007
Current loss: -15137.214039
Current loss: -15138.070503
Current loss: -15139.434249
Current loss: -15139.517543
Current loss: -15138.613584
Current loss: -15138.462571
Current loss: -15139.387364
Current loss: -15139.984969
Current loss: -15139.541031
Current loss: -15138.952315
Current loss: -15139.151705
Current loss: -15139.789942
Current loss: -15139.928953
Current loss: -15139.507263
Current loss: -15139.352717
Current loss: -15139.765045
Current loss: -15140.085044
Current loss: -15139.887202
Current loss: -15139.620843
Current loss: -15139.759391
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Current loss: -15139.817202
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Current loss: -15140.103235
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Current loss: -15140.106900
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Current loss: -15140.106853
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Current loss: -15140.107012
Current loss: -15140.106967
Current loss: -15140.106897
Current loss: -15140.106991
Current loss: -15140.107016
Current loss: -15140.106937
Current loss: -15140.106974
Current loss: -15140.107038
Current loss: -15140.106992
Current loss: -15140.106981
Current loss: -15140.107038
Current loss: -15140.107023
Current loss: -15140.106991
Current loss: -15140.107028
Current loss: -15140.107039
Current loss: -15140.107010
Current loss: -15140.107026
Current loss: -15140.107047
Current loss: -15140.107027
Current loss: -15140.107026
Current loss: -15140.107045
Current loss: -15140.107036
Current loss: -15140.107029
Current loss: -15140.107045
Current loss: -15140.107044
Current loss: -15140.107035
Current loss: -15140.107043
Current loss: -15140.107046
Current loss: -15140.107039
Current loss: -15140.107042
Current loss: -15140.107047
Current loss: -15140.107043
Current loss: -15140.107044
Current loss: -15140.107048
Current loss: -15140.107045
Current loss: -15140.107044
Current loss: -15140.107047
Current loss: -15140.107046
Current loss: -15140.107045
Current loss: -15140.107047
Current loss: -15140.107047
Current loss: -15140.107046
Current loss: -15140.107047
Current loss: -15140.107048
Current loss: -15140.107047
Current loss: -15140.107047
Current loss: -15140.107048
Current loss: -15140.107047
Current loss: -15140.107047
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current loss: -15140.107048
Current parameters: mu=0.000514, var_0=0.000212, alpha=0.117118, beta=0.871445, residual=0.011436, omega=0.000002
Eigenvalues of Hessian: [2.43719677909984, 95.14629180725585, 541.9979864218406, 955.9871655959975]
90% confidence interval of annual long-run volatility: [0.18, 0.29]
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]