Leverage: 1.0
Last date: 2026-07-06
First date: 2000-06-26
Current parameters: mu=0.000289, var_0=0.000319, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000016
Current loss: -18098.843916
Current loss: -18137.147835
Current loss: -18177.279524
Current loss: -18169.909184
Current loss: -18147.624212
Current loss: -18161.378828
Current loss: -18184.135441
Current loss: -18185.852361
Current loss: -18179.640181
Current loss: -18186.224420
Current loss: -18198.006293
Current loss: -18205.359768
Current loss: -18206.716716
Current loss: -18203.676513
Current loss: -18200.440351
Current loss: -18201.172360
Current loss: -18204.774172
Current loss: -18205.032727
Current loss: -18202.073374
Current loss: -18201.896753
Current loss: -18205.778602
Current loss: -18209.710586
Current loss: -18210.738259
Current loss: -18209.213841
Current loss: -18207.286644
Current loss: -18207.002031
Current loss: -18208.358472
Current loss: -18209.177041
Current loss: -18208.251974
Current loss: -18207.408382
Current loss: -18208.358968
Current loss: -18209.968636
Current loss: -18210.630360
Current loss: -18210.355654
Current loss: -18209.903437
Current loss: -18209.864383
Current loss: -18210.293165
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Current loss: -18209.918719
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Current loss: -18210.507027
Current loss: -18210.616761
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Current loss: -18211.304080
Current loss: -18211.304116
Current loss: -18211.304157
Current loss: -18211.304174
Current loss: -18211.304187
Current loss: -18211.304213
Current loss: -18211.304214
Current loss: -18211.304208
Current loss: -18211.304220
Current loss: -18211.304231
Current loss: -18211.304230
Current loss: -18211.304233
Current loss: -18211.304239
Current loss: -18211.304231
Current loss: -18211.304228
Current loss: -18211.304233
Current loss: -18211.304233
Current loss: -18211.304230
Current loss: -18211.304232
Current loss: -18211.304231
Current loss: -18211.304226
Current loss: -18211.304227
Current loss: -18211.304228
Current loss: -18211.304227
Current loss: -18211.304227
Current loss: -18211.304228
Current loss: -18211.304226
Current loss: -18211.304226
Current loss: -18211.304227
Current loss: -18211.304228
Current loss: -18211.304227
Current loss: -18211.304229
Current loss: -18211.304229
Current loss: -18211.304229
Current loss: -18211.304229
Current loss: -18211.304231
Current loss: -18211.304231
Current loss: -18211.304232
Current loss: -18211.304233
Current loss: -18211.304233
Current loss: -18211.304233
Current loss: -18211.304234
Current loss: -18211.304235
Current loss: -18211.304235
Current loss: -18211.304236
Current loss: -18211.304236
Current loss: -18211.304237
Current loss: -18211.304237
Current loss: -18211.304238
Current loss: -18211.304238
Current loss: -18211.304238
Current loss: -18211.304239
Current loss: -18211.304239
Current loss: -18211.304239
Current loss: -18211.304239
Current loss: -18211.304240
Current loss: -18211.304240
Current loss: -18211.304240
Current loss: -18211.304240
Current loss: -18211.304240
Current parameters: mu=0.000655, var_0=0.000442, alpha=0.090506, beta=0.902945, residual=0.006549, omega=0.000003
Eigenvalues of Hessian: [1.4698624499152204, 77.5616916811305, 483.4543405613581, 640.0561661143172]
90% confidence interval of annual long-run volatility: [0.24, 0.45]
80% confidence interval of mean of log annual return: [0.11, 0.22]
50% confidence interval of mean of log annual return: [0.14, 0.19]