Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-07-03
First date: 1988-01-04
Current parameters: mu=0.000444, var_0=0.000750, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000037
Current loss: -22707.535272
Current loss: -22604.826501
Current loss: -22757.006735
Current loss: -22800.332510
Current loss: -22754.324880
Current loss: -22734.396509
Current loss: -22757.294556
Current loss: -22790.180058
Current loss: -22806.004458
Current loss: -22799.912524
Current loss: -22788.114359
Current loss: -22792.874877
Current loss: -22813.962784
Current loss: -22829.740481
Current loss: -22826.115976
Current loss: -22812.812252
Current loss: -22809.530942
Current loss: -22820.224847
Current loss: -22830.746300
Current loss: -22829.018858
Current loss: -22820.732426
Current loss: -22819.757462
Current loss: -22827.055307
Current loss: -22832.329445
Current loss: -22830.394072
Current loss: -22825.681080
Current loss: -22824.410813
Current loss: -22827.601854
Current loss: -22831.220715
Current loss: -22831.219806
Current loss: -22828.379502
Current loss: -22827.270221
Current loss: -22829.687769
Current loss: -22832.209371
Current loss: -22831.695250
Current loss: -22829.656547
Current loss: -22829.374761
Current loss: -22831.092202
Current loss: -22832.217622
Current loss: -22831.418416
Current loss: -22830.354933
Current loss: -22830.810156
Current loss: -22832.034123
Current loss: -22832.291757
Current loss: -22831.554030
Current loss: -22831.220945
Current loss: -22831.850748
Current loss: -22832.455285
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Current loss: -22831.896919
Current loss: -22832.439812
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Current loss: -22832.899892
Current loss: -22832.899900
Current loss: -22832.899869
Current loss: -22832.899892
Current loss: -22832.899916
Current loss: -22832.899894
Current loss: -22832.899900
Current loss: -22832.899922
Current loss: -22832.899911
Current loss: -22832.899905
Current loss: -22832.899922
Current loss: -22832.899921
Current loss: -22832.899912
Current loss: -22832.899923
Current loss: -22832.899926
Current loss: -22832.899917
Current loss: -22832.899922
Current loss: -22832.899926
Current loss: -22832.899921
Current loss: -22832.899922
Current loss: -22832.899927
Current loss: -22832.899923
Current loss: -22832.899922
Current loss: -22832.899926
Current loss: -22832.899924
Current loss: -22832.899923
Current loss: -22832.899926
Current loss: -22832.899926
Current loss: -22832.899924
Current loss: -22832.899926
Current loss: -22832.899926
Current loss: -22832.899925
Current loss: -22832.899926
Current loss: -22832.899927
Current loss: -22832.899926
Current loss: -22832.899926
Current loss: -22832.899927
Current loss: -22832.899926
Current loss: -22832.899927
Current loss: -22832.899927
Current loss: -22832.899927
Current loss: -22832.899927
Current loss: -22832.899928
Current loss: -22832.899927
Current loss: -22832.899927
Current loss: -22832.899928
Current loss: -22832.899927
Current loss: -22832.899927
Current loss: -22832.899928
Current loss: -22832.899927
Current loss: -22832.899927
Current loss: -22832.899928
Current loss: -22832.899928
Current loss: -22832.899928
Current loss: -22832.899928
Current loss: -22832.899928
Current parameters: mu=0.001364, var_0=0.000795, alpha=0.109507, beta=0.874300, residual=0.016194, omega=0.000013
Eigenvalues of Hessian: [10.399649268890588, 180.24778126190122, 382.06715332704084, 900.7007968320006]
90% confidence interval of annual long-run volatility: [0.40, 0.50]
80% confidence interval of mean of log annual return: [0.28, 0.41]
50% confidence interval of mean of log annual return: [0.31, 0.38]