Risk forecasts made 18 January 2022

Average market risk in Bitcoin is 9.5 times higher than that of USD/EUR and 2.9 times the SP-500 risk.
The expected worst one day price drop in Bitcoin over the next quarter century is 42.9%, while 20.8% for the SP-500 and 2.5% for USD/EUR.
Today's Global Market Risk is 2.8 .

Global Market Risk, monthly maxima

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Daily Risk Forecast

Average daily market risk forecasts

25 year price drops

The worst expected one day price drop in a quarter century

Time evolution of daily risk forecasts

Daily risk forecasts today, last month, quarter and year.

Model Risk

Model risk of risk forecasts using the max over min method

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