Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-07-07
First date: 2009-01-06
Current parameters: mu=0.000654, var_0=0.000622, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000031
Current loss: -10192.461592
Current loss: -10121.573852
Current loss: -10200.549808
Current loss: -10195.451105
Current loss: -10166.802668
Current loss: -10182.505910
Current loss: -10208.400707
Current loss: -10207.815915
Current loss: -10190.519368
Current loss: -10190.718024
Current loss: -10205.913874
Current loss: -10212.608652
Current loss: -10205.699680
Current loss: -10199.008078
Current loss: -10202.124056
Current loss: -10209.840933
Current loss: -10212.413157
Current loss: -10208.550559
Current loss: -10205.560518
Current loss: -10207.774694
Current loss: -10211.531582
Current loss: -10212.192746
Current loss: -10210.368219
Current loss: -10209.417724
Current loss: -10210.492771
Current loss: -10211.977553
Current loss: -10212.383417
Current loss: -10212.026197
Current loss: -10211.747512
Current loss: -10211.872160
Current loss: -10212.298532
Current loss: -10212.789644
Current loss: -10213.054052
Current loss: -10212.811597
Current loss: -10212.425310
Current loss: -10212.666878
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Current loss: -10213.872100
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Current loss: -10213.872077
Current loss: -10213.872098
Current loss: -10213.872089
Current loss: -10213.872084
Current loss: -10213.872093
Current loss: -10213.872095
Current loss: -10213.872092
Current loss: -10213.872091
Current loss: -10213.872096
Current loss: -10213.872098
Current loss: -10213.872092
Current loss: -10213.872095
Current loss: -10213.872101
Current loss: -10213.872095
Current loss: -10213.872096
Current loss: -10213.872101
Current loss: -10213.872097
Current loss: -10213.872097
Current loss: -10213.872100
Current loss: -10213.872099
Current loss: -10213.872098
Current loss: -10213.872099
Current loss: -10213.872100
Current loss: -10213.872100
Current loss: -10213.872099
Current loss: -10213.872100
Current loss: -10213.872100
Current loss: -10213.872099
Current loss: -10213.872100
Current loss: -10213.872101
Current loss: -10213.872100
Current loss: -10213.872100
Current loss: -10213.872101
Current loss: -10213.872100
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current loss: -10213.872101
Current parameters: mu=0.001622, var_0=0.000648, alpha=0.168209, beta=0.768026, residual=0.063765, omega=0.000041
Eigenvalues of Hessian: [11.436792492685097, 104.18988728184578, 170.83419374496498, 553.7431239475998]
90% confidence interval of annual long-run volatility: [0.37, 0.44]
80% confidence interval of mean of log annual return: [0.31, 0.51]
50% confidence interval of mean of log annual return: [0.36, 0.46]