Leverage: 1.0
Last date: 2026-07-06
First date: 2013-11-07
Current parameters: mu=0.000237, var_0=0.000311, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000016
Current loss: -8841.853104
Current loss: -8786.237758
Current loss: -8852.907554
Current loss: -8861.028996
Current loss: -8838.545753
Current loss: -8837.730768
Current loss: -8855.432885
Current loss: -8868.394480
Current loss: -8865.541247
Current loss: -8856.418379
Current loss: -8855.652207
Current loss: -8864.678658
Current loss: -8873.116008
Current loss: -8873.491323
Current loss: -8868.448627
Current loss: -8865.950605
Current loss: -8869.666175
Current loss: -8875.233402
Current loss: -8876.263202
Current loss: -8872.475047
Current loss: -8869.990762
Current loss: -8872.431270
Current loss: -8876.156286
Current loss: -8876.551509
Current loss: -8874.171698
Current loss: -8872.933098
Current loss: -8874.485266
Current loss: -8876.620927
Current loss: -8876.755483
Current loss: -8875.260604
Current loss: -8874.546862
Current loss: -8875.529600
Current loss: -8876.685816
Current loss: -8876.574061
Current loss: -8875.721604
Current loss: -8875.538485
Current loss: -8876.274200
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Current loss: -8876.670264
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Current loss: -8876.703699
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Current loss: -8876.586317
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Current loss: -8876.624290
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Current loss: -8876.704923
Current loss: -8876.714695
Current loss: -8876.863908
Current loss: -8876.928971
Current loss: -8876.851398
Current loss: -8876.791872
Current loss: -8876.855368
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Current loss: -8877.045057
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Current loss: -8877.045302
Current loss: -8877.045291
Current loss: -8877.045276
Current loss: -8877.045295
Current loss: -8877.045299
Current loss: -8877.045286
Current loss: -8877.045292
Current loss: -8877.045303
Current loss: -8877.045297
Current loss: -8877.045294
Current loss: -8877.045303
Current loss: -8877.045302
Current loss: -8877.045296
Current loss: -8877.045302
Current loss: -8877.045306
Current loss: -8877.045300
Current loss: -8877.045302
Current loss: -8877.045307
Current loss: -8877.045303
Current loss: -8877.045302
Current loss: -8877.045307
Current loss: -8877.045306
Current loss: -8877.045304
Current loss: -8877.045308
Current loss: -8877.045308
Current loss: -8877.045305
Current loss: -8877.045308
Current loss: -8877.045308
Current loss: -8877.045306
Current loss: -8877.045308
Current loss: -8877.045309
Current loss: -8877.045308
Current loss: -8877.045308
Current loss: -8877.045309
Current loss: -8877.045308
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045310
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045310
Current loss: -8877.045309
Current loss: -8877.045309
Current loss: -8877.045310
Current loss: -8877.045309
Current loss: -8877.045310
Current loss: -8877.045310
Current loss: -8877.045309
Current parameters: mu=0.000581, var_0=0.000374, alpha=0.114038, beta=0.870677, residual=0.015285, omega=0.000006
Eigenvalues of Hessian: [2.7448685304101406, 52.713439125429055, 297.9494264264909, 343.47128701524224]
90% confidence interval of annual long-run volatility: [0.25, 0.38]
80% confidence interval of mean of log annual return: [0.07, 0.22]
50% confidence interval of mean of log annual return: [0.11, 0.18]