Stochastic volatility without leverage (symmetric SV model)

Output: Stochastic Volatility without leverage

*****Slow convergence to the posterior distribution*****

Generate 110,000 samples and discard first 10,000 samples.

Further, use every 100^th sample out of 100,000 samples

(Total # of samples for the statistical inference reduces to 1,000.)

Posterior means, posterior standard deviations and 95% credible intervals (Inference->Samples->stats)

Sample path (history)

Estimated Volatility (Inference-> Compare-> node:v, axis:time and click on modelfit)

(Further, right-click on the figure, Titles -> title: Volatility, x-axis: time, y-axis: V(t))