Leverage: 1.0
Last date: 2026-07-07
First date: 2008-04-07
Current parameters: mu=0.000199, var_0=0.000667, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000033
Current loss: -11461.619139
Current loss: -11454.404812
Current loss: -11567.719920
Current loss: -11582.944058
Current loss: -11560.981891
Current loss: -11551.662019
Current loss: -11550.679269
Current loss: -11558.049471
Current loss: -11568.955261
Current loss: -11579.868304
Current loss: -11590.850763
Current loss: -11600.830406
Current loss: -11603.748058
Current loss: -11602.685071
Current loss: -11607.805853
Current loss: -11610.224605
Current loss: -11604.414187
Current loss: -11602.181357
Current loss: -11608.934977
Current loss: -11615.893138
Current loss: -11616.044674
Current loss: -11615.154669
Current loss: -11618.088741
Current loss: -11619.923667
Current loss: -11618.330921
Current loss: -11615.935475
Current loss: -11615.169923
Current loss: -11616.539840
Current loss: -11619.089469
Current loss: -11621.240018
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Current loss: -11623.332275
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Current loss: -11625.025723
Current loss: -11625.025897
Current loss: -11625.026070
Current loss: -11625.026164
Current loss: -11625.026288
Current loss: -11625.026418
Current loss: -11625.026523
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Current loss: -11625.026758
Current loss: -11625.026846
Current loss: -11625.026940
Current loss: -11625.027014
Current loss: -11625.027101
Current loss: -11625.027190
Current loss: -11625.027256
Current loss: -11625.027331
Current loss: -11625.027394
Current loss: -11625.027446
Current loss: -11625.027511
Current loss: -11625.027567
Current loss: -11625.027619
Current loss: -11625.027671
Current loss: -11625.027713
Current loss: -11625.027755
Current loss: -11625.027796
Current loss: -11625.027835
Current loss: -11625.027875
Current loss: -11625.027907
Current loss: -11625.027939
Current loss: -11625.027970
Current loss: -11625.027996
Current loss: -11625.028024
Current loss: -11625.028051
Current loss: -11625.028074
Current loss: -11625.028096
Current loss: -11625.028116
Current loss: -11625.028136
Current loss: -11625.028155
Current loss: -11625.028172
Current loss: -11625.028189
Current loss: -11625.028204
Current loss: -11625.028218
Current loss: -11625.028232
Current loss: -11625.028244
Current loss: -11625.028256
Current loss: -11625.028268
Current loss: -11625.028278
Current loss: -11625.028287
Current loss: -11625.028296
Current loss: -11625.028305
Current loss: -11625.028313
Current loss: -11625.028320
Current loss: -11625.028327
Current loss: -11625.028334
Current loss: -11625.028340
Current loss: -11625.028346
Current loss: -11625.028351
Current loss: -11625.028356
Current loss: -11625.028361
Current loss: -11625.028365
Current loss: -11625.028369
Current parameters: mu=0.000012, var_0=0.001592, alpha=0.166760, beta=0.824922, residual=0.008318, omega=0.000013
Eigenvalues of Hessian: [1.6652112876051564, 171.3931562456155, 319.26858378195175, 918.5859220985849]
90% confidence interval of annual long-run volatility: [0.45, 0.86]
80% confidence interval of mean of log annual return: [-0.07, 0.07]
50% confidence interval of mean of log annual return: [-0.03, 0.04]