Leverage: 1.0
Supplementary leverage: 1.0
Last date: 2026-07-07
First date: 1965-01-06
Current parameters: mu=0.000279, var_0=0.000163, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000008
Current loss: -46887.970159
Current loss: -46621.341185
Current loss: -47000.037435
Current loss: -47037.862865
Current loss: -46937.345873
Current loss: -46946.226906
Current loss: -47028.360519
Current loss: -47089.173532
Current loss: -47092.477645
Current loss: -47074.737939
Current loss: -47073.168267
Current loss: -47101.221441
Current loss: -47134.233929
Current loss: -47145.197682
Current loss: -47136.227705
Current loss: -47126.882220
Current loss: -47133.740561
Current loss: -47153.187206
Current loss: -47166.723096
Current loss: -47162.247620
Current loss: -47150.175430
Current loss: -47152.522743
Current loss: -47168.307111
Current loss: -47176.907420
Current loss: -47170.947025
Current loss: -47162.875950
Current loss: -47165.121176
Current loss: -47175.187047
Current loss: -47181.135031
Current loss: -47177.067434
Current loss: -47170.912974
Current loss: -47173.016250
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Current loss: -47182.887752
Current loss: -47178.869658
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Current loss: -47183.906322
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Current loss: -47179.557079
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Current loss: -47183.185314
Current loss: -47181.376952
Current loss: -47182.719980
Current loss: -47184.972022
Current loss: -47184.748441
Current loss: -47183.131469
Current loss: -47183.338636
Current loss: -47184.964848
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Current loss: -47186.264855
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Current loss: -47186.271427
Current loss: -47186.274727
Current loss: -47186.277737
Current loss: -47186.280873
Current loss: -47186.284027
Current loss: -47186.286912
Current loss: -47186.289823
Current loss: -47186.292805
Current loss: -47186.295571
Current loss: -47186.298295
Current loss: -47186.301096
Current loss: -47186.303742
Current loss: -47186.306310
Current loss: -47186.308940
Current loss: -47186.311463
Current loss: -47186.313894
Current loss: -47186.316362
Current loss: -47186.318757
Current loss: -47186.321063
Current loss: -47186.323383
Current loss: -47186.325652
Current loss: -47186.327842
Current loss: -47186.330028
Current loss: -47186.332174
Current loss: -47186.334252
Current loss: -47186.336314
Current loss: -47186.338343
Current loss: -47186.340314
Current loss: -47186.342261
Current loss: -47186.344179
Current loss: -47186.346048
Current loss: -47186.347888
Current loss: -47186.349701
Current loss: -47186.351472
Current loss: -47186.353212
Current loss: -47186.354925
Current loss: -47186.356602
Current loss: -47186.358248
Current loss: -47186.359868
Current loss: -47186.361456
Current loss: -47186.363013
Current loss: -47186.364546
Current loss: -47186.366048
Current loss: -47186.367521
Current loss: -47186.368971
Current loss: -47186.370392
Current loss: -47186.371786
Current loss: -47186.373158
Current loss: -47186.374502
Current loss: -47186.375821
Current loss: -47186.377119
Current loss: -47186.378391
Current loss: -47186.379639
Current loss: -47186.380866
Current loss: -47186.382070
Current loss: -47186.383251
Current loss: -47186.384412
Current loss: -47186.385550
Current loss: -47186.386668
Current loss: -47186.387766
Current loss: -47186.388842
Current loss: -47186.389900
Current parameters: mu=0.000654, var_0=0.000460, alpha=0.125219, beta=0.870502, residual=0.004279, omega=0.000002
Eigenvalues of Hessian: [1.459175935221569, 207.7877416402697, 1652.1763085383668, 3043.0292111434505]
90% confidence interval of annual long-run volatility: [0.24, 0.48]
80% confidence interval of mean of log annual return: [0.14, 0.19]
50% confidence interval of mean of log annual return: [0.15, 0.18]