Leverage: 1.0
Supplementary leverage: 3.0
Last date: 2026-07-06
First date: 1998-12-23
Current parameters: mu=0.000252, var_0=0.002419, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000121
Current loss: -12333.259158
Current loss: -12401.461093
Current loss: -12440.468621
Current loss: -12500.319904
Current loss: -12510.914648
Current loss: -12494.236092
Current loss: -12484.933963
Current loss: -12493.040705
Current loss: -12512.134811
Current loss: -12528.253399
Current loss: -12530.844785
Current loss: -12524.320520
Current loss: -12524.006475
Current loss: -12533.789211
Current loss: -12543.251486
Current loss: -12544.796496
Current loss: -12541.195290
Current loss: -12539.188291
Current loss: -12541.532772
Current loss: -12545.427067
Current loss: -12546.583130
Current loss: -12544.666016
Current loss: -12543.923335
Current loss: -12546.485138
Current loss: -12549.060796
Current loss: -12548.710611
Current loss: -12546.969414
Current loss: -12546.925843
Current loss: -12549.066233
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Current loss: -12550.654288
Current loss: -12548.885865
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Current loss: -12549.825444
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Current loss: -12551.914175
Current loss: -12551.914449
Current loss: -12551.914747
Current loss: -12551.915024
Current loss: -12551.915282
Current loss: -12551.915550
Current loss: -12551.915808
Current loss: -12551.916053
Current loss: -12551.916303
Current loss: -12551.916545
Current loss: -12551.916772
Current loss: -12551.917004
Current loss: -12551.917234
Current loss: -12551.917447
Current loss: -12551.917658
Current loss: -12551.917872
Current loss: -12551.918074
Current loss: -12551.918270
Current loss: -12551.918467
Current loss: -12551.918656
Current loss: -12551.918840
Current loss: -12551.919023
Current loss: -12551.919199
Current loss: -12551.919371
Current loss: -12551.919541
Current loss: -12551.919705
Current loss: -12551.919864
Current loss: -12551.920022
Current loss: -12551.920176
Current loss: -12551.920324
Current loss: -12551.920470
Current loss: -12551.920613
Current loss: -12551.920752
Current loss: -12551.920887
Current loss: -12551.921020
Current loss: -12551.921149
Current loss: -12551.921275
Current loss: -12551.921398
Current loss: -12551.921518
Current loss: -12551.921635
Current loss: -12551.921749
Current loss: -12551.921860
Current loss: -12551.921969
Current loss: -12551.922075
Current loss: -12551.922178
Current loss: -12551.922279
Current loss: -12551.922378
Current loss: -12551.922473
Current loss: -12551.922567
Current loss: -12551.922658
Current loss: -12551.922747
Current loss: -12551.922833
Current loss: -12551.922918
Current loss: -12551.923000
Current loss: -12551.923081
Current parameters: mu=0.002202, var_0=0.004580, alpha=0.111104, beta=0.884606, residual=0.004289, omega=0.000020
Eigenvalues of Hessian: [0.6936247941737967, 53.58761571764824, 107.22156797917208, 612.7752017360356]
90% confidence interval of annual long-run volatility: [0.65, 1.51]
80% confidence interval of mean of log annual return: [0.43, 0.68]
50% confidence interval of mean of log annual return: [0.49, 0.62]