Leverage: 1.0
Supplementary leverage: 3.0
Last date: 2026-07-06
First date: 1985-10-02
Current parameters: mu=0.000786, var_0=0.002408, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000120
Current loss: -18409.306651
Current loss: -18458.165602
Current loss: -18531.597014
Current loss: -18607.586949
Current loss: -18604.003107
Current loss: -18577.208035
Current loss: -18568.141982
Current loss: -18582.959098
Current loss: -18609.675860
Current loss: -18628.723436
Current loss: -18628.505218
Current loss: -18619.522289
Current loss: -18622.440696
Current loss: -18637.421993
Current loss: -18647.940699
Current loss: -18646.197931
Current loss: -18639.710489
Current loss: -18638.511792
Current loss: -18643.617817
Current loss: -18648.254012
Current loss: -18647.374515
Current loss: -18644.612279
Current loss: -18646.460048
Current loss: -18651.282476
Current loss: -18652.740066
Current loss: -18650.069048
Current loss: -18647.996686
Current loss: -18649.626343
Current loss: -18652.996421
Current loss: -18654.038784
Current loss: -18651.805019
Current loss: -18649.727777
Current loss: -18650.800113
Current loss: -18653.457208
Current loss: -18654.333428
Current loss: -18653.009981
Current loss: -18651.911232
Current loss: -18652.636987
Current loss: -18654.094691
Current loss: -18654.398954
Current loss: -18653.587810
Current loss: -18653.231130
Current loss: -18653.769178
Current loss: -18654.147803
Current loss: -18653.887016
Current loss: -18653.697364
Current loss: -18654.052076
Current loss: -18654.419343
Current loss: -18654.262627
Current loss: -18653.990774
Current loss: -18654.201657
Current loss: -18654.603443
Current loss: -18654.580132
Current loss: -18654.253245
Current loss: -18654.193911
Current loss: -18654.476869
Current loss: -18654.647440
Current loss: -18654.510611
Current loss: -18654.393886
Current loss: -18654.518617
Current loss: -18654.662767
Current loss: -18654.633819
Current loss: -18654.572462
Current loss: -18654.620868
Current loss: -18654.678174
Current loss: -18654.645846
Current loss: -18654.622900
Current loss: -18654.684665
Current loss: -18654.727813
Current loss: -18654.689931
Current loss: -18654.671886
Current loss: -18654.730946
Current loss: -18654.774047
Current loss: -18654.743162
Current loss: -18654.717399
Current loss: -18654.750937
Current loss: -18654.782061
Current loss: -18654.768361
Current loss: -18654.757006
Current loss: -18654.777749
Current loss: -18654.794430
Current loss: -18654.789633
Current loss: -18654.791713
Current loss: -18654.805371
Current loss: -18654.806701
Current loss: -18654.800798
Current loss: -18654.808831
Current loss: -18654.820401
Current loss: -18654.817425
Current loss: -18654.813359
Current loss: -18654.822955
Current loss: -18654.831696
Current loss: -18654.828363
Current loss: -18654.826216
Current loss: -18654.832547
Current loss: -18654.836383
Current loss: -18654.834398
Current loss: -18654.835294
Current loss: -18654.839209
Current loss: -18654.840069
Current loss: -18654.840111
Current loss: -18654.842749
Current loss: -18654.844173
Current loss: -18654.843135
Current loss: -18654.844050
Current loss: -18654.846514
Current loss: -18654.846491
Current loss: -18654.845648
Current loss: -18654.847164
Current loss: -18654.848741
Current loss: -18654.848306
Current loss: -18654.848173
Current loss: -18654.849237
Current loss: -18654.849588
Current loss: -18654.849328
Current loss: -18654.849752
Current loss: -18654.850181
Current loss: -18654.850075
Current loss: -18654.850328
Current loss: -18654.850801
Current loss: -18654.850675
Current loss: -18654.850547
Current loss: -18654.850943
Current loss: -18654.851091
Current loss: -18654.850847
Current loss: -18654.850947
Current loss: -18654.851231
Current loss: -18654.851181
Current loss: -18654.851108
Current loss: -18654.851243
Current loss: -18654.851268
Current loss: -18654.851207
Current loss: -18654.851272
Current loss: -18654.851299
Current loss: -18654.851244
Current loss: -18654.851297
Current loss: -18654.851358
Current loss: -18654.851296
Current loss: -18654.851283
Current loss: -18654.851350
Current loss: -18654.851333
Current loss: -18654.851290
Current loss: -18654.851325
Current loss: -18654.851345
Current loss: -18654.851320
Current loss: -18654.851329
Current loss: -18654.851341
Current loss: -18654.851326
Current loss: -18654.851332
Current loss: -18654.851342
Current loss: -18654.851328
Current loss: -18654.851332
Current loss: -18654.851349
Current loss: -18654.851341
Current loss: -18654.851334
Current loss: -18654.851348
Current loss: -18654.851348
Current loss: -18654.851341
Current loss: -18654.851347
Current loss: -18654.851351
Current loss: -18654.851348
Current loss: -18654.851352
Current loss: -18654.851354
Current loss: -18654.851352
Current loss: -18654.851356
Current loss: -18654.851358
Current loss: -18654.851355
Current loss: -18654.851358
Current loss: -18654.851361
Current loss: -18654.851359
Current loss: -18654.851360
Current loss: -18654.851363
Current loss: -18654.851362
Current loss: -18654.851362
Current loss: -18654.851364
Current loss: -18654.851364
Current loss: -18654.851364
Current loss: -18654.851365
Current loss: -18654.851365
Current loss: -18654.851365
Current loss: -18654.851366
Current loss: -18654.851366
Current loss: -18654.851366
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current loss: -18654.851367
Current parameters: mu=0.002532, var_0=0.002570, alpha=0.107382, beta=0.882003, residual=0.010615, omega=0.000027
Eigenvalues of Hessian: [4.717265885264454, 121.0199376791811, 151.91074065765494, 894.0540685777096]
90% confidence interval of annual long-run volatility: [0.68, 0.94]
80% confidence interval of mean of log annual return: [0.53, 0.74]
50% confidence interval of mean of log annual return: [0.58, 0.69]