Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-07-06
First date: 2013-11-07
Current parameters: mu=0.000215, var_0=0.001206, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000060
Current loss: -6691.861893
Current loss: -6659.419137
Current loss: -6705.310004
Current loss: -6716.447203
Current loss: -6700.657018
Current loss: -6698.727824
Current loss: -6710.462147
Current loss: -6719.763627
Current loss: -6718.508484
Current loss: -6712.288858
Current loss: -6711.892723
Current loss: -6718.746288
Current loss: -6724.933255
Current loss: -6724.893861
Current loss: -6721.305419
Current loss: -6720.356072
Current loss: -6723.673897
Current loss: -6727.112451
Current loss: -6726.599659
Current loss: -6723.682997
Current loss: -6723.185333
Current loss: -6725.706924
Current loss: -6727.518268
Current loss: -6726.706186
Current loss: -6725.238224
Current loss: -6725.466113
Current loss: -6727.021500
Current loss: -6727.838242
Current loss: -6727.110029
Current loss: -6726.214901
Current loss: -6726.523934
Current loss: -6727.454338
Current loss: -6727.630223
Current loss: -6727.001431
Current loss: -6726.705058
Current loss: -6727.227666
Current loss: -6727.782078
Current loss: -6727.642507
Current loss: -6727.232689
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Current loss: -6727.707197
Current loss: -6727.773744
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Current loss: -6727.376366
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Current loss: -6727.794461
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Current loss: -6727.546726
Current loss: -6727.674917
Current loss: -6727.834838
Current loss: -6727.776027
Current loss: -6727.655749
Current loss: -6727.703596
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Current loss: -6727.886622
Current loss: -6727.886648
Current loss: -6727.886649
Current loss: -6727.886633
Current loss: -6727.886648
Current loss: -6727.886652
Current loss: -6727.886640
Current loss: -6727.886648
Current loss: -6727.886656
Current loss: -6727.886647
Current loss: -6727.886650
Current loss: -6727.886657
Current loss: -6727.886650
Current loss: -6727.886651
Current loss: -6727.886656
Current loss: -6727.886652
Current loss: -6727.886652
Current loss: -6727.886657
Current loss: -6727.886654
Current loss: -6727.886653
Current loss: -6727.886656
Current loss: -6727.886654
Current loss: -6727.886653
Current loss: -6727.886656
Current loss: -6727.886655
Current loss: -6727.886655
Current loss: -6727.886657
Current loss: -6727.886656
Current loss: -6727.886655
Current loss: -6727.886657
Current loss: -6727.886656
Current loss: -6727.886656
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886656
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886656
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current loss: -6727.886657
Current parameters: mu=0.000941, var_0=0.001491, alpha=0.113105, beta=0.872502, residual=0.014393, omega=0.000021
Eigenvalues of Hessian: [2.4221391631726843, 48.16564163858883, 80.61503053666871, 321.1472815953716]
90% confidence interval of annual long-run volatility: [0.49, 0.76]
80% confidence interval of mean of log annual return: [0.09, 0.38]
50% confidence interval of mean of log annual return: [0.16, 0.31]