HullWhite: Hull-White Realized Variance and Volitility
In loftina/FinMod: Financial Models for Variance and Volatility

The Hull White model is used to estimate the deviation from the long term average of the log return of the stock market

1	HullWhite(ticker, start_date, end_date, prediction_period, days_to_drop, kappa, zeta, variance, testing)

`ticker`	Stock ticker
`start_date`	Starting date of data to use
`end_date`	Ending date of data to use
`prediction_period`	How many days to predict using the model
`days_to_drop`	Number of days of realized variances to drop when fitting the model
`kappa`	The drift coefficient of the model.
`zeta`	The Diffusion coefficient of the model.
`variance`	Boolean where true predicts variance and false predicts volitility
`testing`	Whether to use prediction_period days prior to end_date as the prediction period. If false, the prediction period takes place after end_date