Leverage: 1.0
Supplementary leverage: 1.0
Last date: 2026-07-03
First date: 1988-01-04
Current parameters: mu=0.000318, var_0=0.000187, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000009
Current loss: -29454.952174
Current loss: -29224.557482
Current loss: -29497.246612
Current loss: -29517.277140
Current loss: -29440.659609
Current loss: -29434.069659
Current loss: -29478.738070
Current loss: -29515.611598
Current loss: -29524.298170
Current loss: -29521.317312
Current loss: -29517.886594
Current loss: -29520.961477
Current loss: -29536.239178
Current loss: -29556.241548
Current loss: -29564.925926
Current loss: -29555.715593
Current loss: -29543.776901
Current loss: -29546.803620
Current loss: -29561.679075
Current loss: -29571.434057
Current loss: -29566.618948
Current loss: -29556.896936
Current loss: -29557.478982
Current loss: -29567.630911
Current loss: -29574.391906
Current loss: -29571.115300
Current loss: -29563.966736
Current loss: -29562.356500
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Current loss: -29570.957201
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Current loss: -29575.581729
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Current loss: -29575.581755
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Current loss: -29575.581794
Current loss: -29575.581774
Current loss: -29575.581775
Current loss: -29575.581794
Current loss: -29575.581788
Current loss: -29575.581782
Current loss: -29575.581792
Current loss: -29575.581794
Current loss: -29575.581788
Current loss: -29575.581789
Current loss: -29575.581795
Current loss: -29575.581793
Current loss: -29575.581790
Current loss: -29575.581795
Current loss: -29575.581796
Current loss: -29575.581791
Current loss: -29575.581794
Current loss: -29575.581797
Current loss: -29575.581793
Current loss: -29575.581794
Current loss: -29575.581797
Current loss: -29575.581795
Current loss: -29575.581794
Current loss: -29575.581797
Current loss: -29575.581796
Current loss: -29575.581795
Current loss: -29575.581797
Current loss: -29575.581797
Current loss: -29575.581796
Current loss: -29575.581797
Current loss: -29575.581798
Current loss: -29575.581797
Current loss: -29575.581797
Current loss: -29575.581798
Current loss: -29575.581798
Current loss: -29575.581797
Current loss: -29575.581798
Current loss: -29575.581798
Current loss: -29575.581797
Current loss: -29575.581798
Current loss: -29575.581798
Current loss: -29575.581798
Current loss: -29575.581798
Current loss: -29575.581798
Current loss: -29575.581798
Current loss: -29575.581798
Current parameters: mu=0.000745, var_0=0.000195, alpha=0.104514, beta=0.879568, residual=0.015918, omega=0.000003
Eigenvalues of Hessian: [11.118980134701522, 196.335434085158, 897.1290676025667, 1528.1664835877905]
90% confidence interval of annual long-run volatility: [0.20, 0.25]
80% confidence interval of mean of log annual return: [0.15, 0.22]
50% confidence interval of mean of log annual return: [0.17, 0.21]