Leverage: 1.0
Last date: 2026-07-03
First date: 2009-01-05
Current parameters: mu=0.000186, var_0=0.000103, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000005
Current loss: -14609.309245
Current loss: -14422.344763
Current loss: -14615.041131
Current loss: -14595.762224
Current loss: -14530.461574
Current loss: -14540.122761
Current loss: -14590.523615
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Current loss: -14609.881300
Current loss: -14582.479492
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Current loss: -14605.330388
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Current loss: -14612.560117
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Current loss: -14633.324957
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Current loss: -14633.324961
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Current loss: -14633.324958
Current loss: -14633.324959
Current loss: -14633.324950
Current loss: -14633.324956
Current loss: -14633.324961
Current loss: -14633.324955
Current loss: -14633.324955
Current loss: -14633.324960
Current loss: -14633.324959
Current loss: -14633.324957
Current loss: -14633.324959
Current loss: -14633.324960
Current loss: -14633.324959
Current loss: -14633.324959
Current loss: -14633.324961
Current loss: -14633.324960
Current loss: -14633.324959
Current loss: -14633.324961
Current loss: -14633.324961
Current loss: -14633.324960
Current loss: -14633.324961
Current loss: -14633.324962
Current loss: -14633.324961
Current loss: -14633.324961
Current loss: -14633.324962
Current loss: -14633.324961
Current loss: -14633.324961
Current loss: -14633.324962
Current loss: -14633.324961
Current loss: -14633.324961
Current loss: -14633.324961
Current loss: -14633.324962
Current loss: -14633.324961
Current loss: -14633.324961
Current loss: -14633.324962
Current loss: -14633.324962
Current loss: -14633.324961
Current loss: -14633.324962
Current loss: -14633.324962
Current loss: -14633.324962
Current loss: -14633.324962
Current loss: -14633.324962
Current parameters: mu=0.000439, var_0=0.000105, alpha=0.133494, beta=0.830845, residual=0.035661, omega=0.000004
Eigenvalues of Hessian: [9.827643587883976, 103.51840642959735, 526.3438435607914, 1161.272150107685]
90% confidence interval of annual long-run volatility: [0.15, 0.18]
80% confidence interval of mean of log annual return: [0.07, 0.15]
50% confidence interval of mean of log annual return: [0.09, 0.13]