Leverage: 1.0
Last date: 2026-07-03
First date: 2008-01-03
Current parameters: mu=0.000229, var_0=0.000151, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000008
Current loss: -15016.512368
Current loss: -14939.719892
Current loss: -15056.643857
Current loss: -15066.805148
Current loss: -15031.527581
Current loss: -15030.845391
Current loss: -15053.847056
Current loss: -15072.812620
Current loss: -15076.424544
Current loss: -15072.221477
Current loss: -15069.155065
Current loss: -15077.229180
Current loss: -15090.042077
Current loss: -15092.346391
Current loss: -15084.004163
Current loss: -15078.741664
Current loss: -15085.154905
Current loss: -15095.484861
Current loss: -15097.712726
Current loss: -15091.360979
Current loss: -15087.666966
Current loss: -15092.558574
Current loss: -15098.551583
Current loss: -15098.289200
Current loss: -15093.963345
Current loss: -15091.887955
Current loss: -15094.500405
Current loss: -15098.665757
Current loss: -15099.723101
Current loss: -15097.130323
Current loss: -15095.476200
Current loss: -15097.595228
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Current loss: -15100.482337
Current loss: -15100.482324
Current loss: -15100.482352
Current loss: -15100.482351
Current loss: -15100.482336
Current loss: -15100.482351
Current loss: -15100.482355
Current loss: -15100.482344
Current loss: -15100.482351
Current loss: -15100.482358
Current loss: -15100.482351
Current loss: -15100.482353
Current loss: -15100.482359
Current loss: -15100.482355
Current loss: -15100.482354
Current loss: -15100.482360
Current loss: -15100.482358
Current loss: -15100.482356
Current loss: -15100.482360
Current loss: -15100.482360
Current loss: -15100.482357
Current loss: -15100.482360
Current loss: -15100.482361
Current loss: -15100.482358
Current loss: -15100.482360
Current loss: -15100.482361
Current loss: -15100.482359
Current loss: -15100.482360
Current loss: -15100.482361
Current loss: -15100.482360
Current loss: -15100.482361
Current loss: -15100.482361
Current loss: -15100.482360
Current loss: -15100.482361
Current loss: -15100.482361
Current loss: -15100.482361
Current loss: -15100.482361
Current loss: -15100.482362
Current loss: -15100.482361
Current loss: -15100.482361
Current loss: -15100.482362
Current loss: -15100.482361
Current loss: -15100.482361
Current loss: -15100.482362
Current loss: -15100.482361
Current loss: -15100.482361
Current loss: -15100.482362
Current loss: -15100.482361
Current loss: -15100.482362
Current loss: -15100.482362
Current loss: -15100.482362
Current loss: -15100.482362
Current loss: -15100.482362
Current loss: -15100.482362
Current parameters: mu=0.000557, var_0=0.000156, alpha=0.135058, beta=0.845207, residual=0.019735, omega=0.000003
Eigenvalues of Hessian: [5.3599361394797524, 110.40906209039454, 540.4803427299177, 1059.3998825005622]
90% confidence interval of annual long-run volatility: [0.17, 0.23]
80% confidence interval of mean of log annual return: [0.10, 0.18]
50% confidence interval of mean of log annual return: [0.12, 0.16]