Value-at-RiskVaR
2.56C$
↑
0.037%
from yesterday
Expected ShortfallES
3.18C$
↑
0.037%
from yesterday
25% Drop Probability25% Drop
5.3%
↑
0.035%
from yesterday
Years Until 25% Drop25% Freq.
18.9years
↓
0.126%
from yesterday
Model RiskModel Risk
1.72
↓
1.212%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 2.32 | 1.95 | 2.28 | 3.14 | 3.36 | 2.32 | 2.56 | 1.72 |
| ES | 3.15 | 2.24 | 2.61 | 3.6 | 4.16 | 3.33 | 3.18 | 1.86 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
