{
  "id": "D10-F03-A05",
  "title": "FIGARCH",
  "name": "independent-small-anchor",
  "input": {
    "returns": [
      -0.02,
      0.01,
      0
    ],
    "parameters": {
      "omega": 2e-06,
      "initial_variance": 0.0001,
      "d": 0.4,
      "truncation": 2,
      "backcast_variance": 0.0001
    }
  },
  "expected": {
    "latest.weights.0": 0.4,
    "latest.weights.1": 0.12,
    "latest.variance": 0.000138
  }
}