Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-07-07
First date: 1965-01-06
Current parameters: mu=0.000379, var_0=0.000668, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000033
Current loss: -36279.826754
Current loss: -36268.340867
Current loss: -36409.750481
Current loss: -36505.725813
Current loss: -36465.014986
Current loss: -36439.626020
Current loss: -36470.845520
Current loss: -36520.546295
Current loss: -36546.595512
Current loss: -36534.611941
Current loss: -36516.832319
Current loss: -36534.017390
Current loss: -36568.311661
Current loss: -36579.610508
Current loss: -36565.267742
Current loss: -36554.576598
Current loss: -36565.335808
Current loss: -36584.285275
Current loss: -36587.981160
Current loss: -36575.905209
Current loss: -36571.337468
Current loss: -36582.098537
Current loss: -36591.291748
Current loss: -36588.855271
Current loss: -36582.758757
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Current loss: -36589.499709
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Current loss: -36591.275732
Current loss: -36587.336938
Current loss: -36588.960037
Current loss: -36593.678556
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Current loss: -36591.445492
Current loss: -36590.515355
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Current loss: -36597.556228
Current loss: -36597.559541
Current loss: -36597.562754
Current loss: -36597.565997
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Current loss: -36597.572191
Current loss: -36597.575254
Current loss: -36597.578229
Current loss: -36597.581137
Current loss: -36597.584034
Current loss: -36597.586859
Current loss: -36597.589620
Current loss: -36597.592366
Current loss: -36597.595044
Current loss: -36597.597667
Current loss: -36597.600269
Current loss: -36597.602806
Current loss: -36597.605299
Current loss: -36597.607764
Current loss: -36597.610172
Current loss: -36597.612539
Current loss: -36597.614875
Current loss: -36597.617159
Current loss: -36597.619406
Current loss: -36597.621621
Current loss: -36597.623788
Current loss: -36597.625922
Current loss: -36597.628021
Current loss: -36597.630078
Current loss: -36597.632104
Current loss: -36597.634094
Current loss: -36597.636047
Current loss: -36597.637968
Current loss: -36597.639856
Current loss: -36597.641709
Current loss: -36597.643533
Current loss: -36597.645323
Current loss: -36597.647082
Current loss: -36597.648812
Current loss: -36597.650511
Current loss: -36597.652180
Current loss: -36597.653822
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Current loss: -36597.657017
Current loss: -36597.658574
Current loss: -36597.660103
Current loss: -36597.661607
Current loss: -36597.663084
Current loss: -36597.664535
Current loss: -36597.665961
Current loss: -36597.667363
Current loss: -36597.668740
Current loss: -36597.670093
Current loss: -36597.671422
Current loss: -36597.672729
Current loss: -36597.674013
Current parameters: mu=0.001211, var_0=0.002075, alpha=0.130893, beta=0.865092, residual=0.004015, omega=0.000008
Eigenvalues of Hessian: [1.2530189599417585, 169.1458150624142, 753.3841771266927, 1664.734595169318]
90% confidence interval of annual long-run volatility: [0.49, 1.00]
80% confidence interval of mean of log annual return: [0.26, 0.35]
50% confidence interval of mean of log annual return: [0.28, 0.33]