Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-07-03
First date: 2007-04-02
Current parameters: mu=0.000131, var_0=0.000743, alpha=0.100000, beta=0.850000, residual=0.050000, omega=0.000037
Current loss: -11380.501041
Current loss: -11333.154356
Current loss: -11399.376020
Current loss: -11417.853161
Current loss: -11397.866859
Current loss: -11389.274921
Current loss: -11400.328613
Current loss: -11415.931291
Current loss: -11421.771304
Current loss: -11416.039601
Current loss: -11410.541594
Current loss: -11416.193677
Current loss: -11427.557619
Current loss: -11432.268198
Current loss: -11427.519647
Current loss: -11422.015907
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Current loss: -11428.805499
Current loss: -11431.349304
Current loss: -11429.173661
Current loss: -11426.986775
Current loss: -11428.110373
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Current loss: -11431.668282
Current loss: -11430.860574
Current loss: -11429.802161
Current loss: -11429.693608
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Current loss: -11433.088202
Current loss: -11433.088209
Current loss: -11433.088221
Current loss: -11433.088213
Current loss: -11433.088211
Current loss: -11433.088221
Current loss: -11433.088219
Current loss: -11433.088213
Current loss: -11433.088218
Current loss: -11433.088221
Current loss: -11433.088217
Current loss: -11433.088218
Current loss: -11433.088220
Current loss: -11433.088219
Current loss: -11433.088218
Current loss: -11433.088219
Current loss: -11433.088221
Current loss: -11433.088220
Current loss: -11433.088219
Current loss: -11433.088222
Current loss: -11433.088221
Current loss: -11433.088220
Current loss: -11433.088222
Current loss: -11433.088222
Current loss: -11433.088221
Current loss: -11433.088222
Current loss: -11433.088223
Current loss: -11433.088222
Current loss: -11433.088222
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088222
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088222
Current loss: -11433.088222
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088222
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current loss: -11433.088223
Current parameters: mu=0.001297, var_0=0.000762, alpha=0.120047, beta=0.857716, residual=0.022237, omega=0.000017
Eigenvalues of Hessian: [7.621518693010131, 94.73706605504053, 191.12325841264445, 486.8891369230484]
90% confidence interval of annual long-run volatility: [0.39, 0.50]
80% confidence interval of mean of log annual return: [0.23, 0.42]
50% confidence interval of mean of log annual return: [0.28, 0.38]