Value-at-RiskVaR
4.43₺
↑
0.019%
from yesterday
Expected ShortfallES
5.84₺
↑
0.008%
from yesterday
25% Drop Probability25% Drop
11.3%
↓
0.06%
from yesterday
Years Until 25% Drop25% Freq.
8.8years
↑
0.047%
from yesterday
Model RiskModel Risk
1.53
↓
0.209%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 5.43 | 4.22 | 3.56 | 4.05 | 4.47 | 4.87 | 4.43 | 1.53 |
| ES | 7.35 | 4.83 | 4.08 | 4.64 | 5.71 | 8.43 | 5.84 | 2.07 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
