Extreme Risk: Daily market risk forecasts
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SP-500

3.77

-2.1%

Global Market Risk

3.38

0.02%

BITCOIN

9.84

0.2%

USDEUR

1.32

-0.59%

N225

3.19

0.12%

DAX

3.64

2.35%

Daily Risk

Model Risk

25 Year Drop

Latest Risk Forecast

99% VaR
name date alpha HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
TOPIX 2022-09-22 3.2 3.1 2.7 2.2 2.5 2.7 3.0 1.4 2.7
AAPL 2022-09-23 3.1 6.0 5.1 5.0 5.0 5.5 6.1 1.2 5.5
USDEUR 2022-09-23 4.3 1.2 1.0 1.5 1.4 1.5 1.2 1.6 1.3
TASI 2022-09-21 2.4 3.8 2.6 2.3 2.6 2.9 3.6 1.7 3.0
CAC40 2022-09-23 3.0 4.3 3.2 2.5 3.1 3.5 4.3 1.7 3.5
SPTSX 2022-09-23 1.7 3.2 2.9 2.3 2.4 2.6 3.5 1.5 2.8
CHFEUR 2022-09-23 2.6 0.9 0.8 1.2 1.3 1.5 0.9 2.0 1.1
OMX 2022-09-23 3.6 3.7 3.0 2.9 3.2 3.4 3.7 1.3 3.3
AMZN 2022-09-23 4.2 6.5 5.3 6.3 5.8 6.7 6.5 1.3 6.2
SENSEX 2022-09-23 2.1 3.9 3.1 2.1 2.2 2.4 3.9 1.8 2.9
DAXMIDCAP 2022-09-23 4.2 3.8 3.1 3.9 4.1 4.5 4.0 1.4 3.9
SP500TR 2022-09-23 3.0 4.4 3.4 3.5 3.3 3.7 4.3 1.3 3.8
JPYEUR 2022-09-23 3.8 1.5 1.2 1.6 1.9 2.2 1.4 1.9 1.6
IBEX 2022-09-23 3.3 3.7 3.3 2.3 2.6 2.9 4.0 1.8 3.1
SHCOMP 2022-09-23 2.4 3.8 2.7 2.0 2.2 2.5 3.4 1.9 2.8
ICEX 2022-09-23 3.0 3.2 2.5 2.9 4.2 4.9 3.2 1.9 3.5
FTSE250 2022-09-23 3.0 3.7 2.9 2.8 3.2 3.5 3.8 1.3 3.3
BOVESPA 2022-09-23 1.8 5.0 4.2 2.9 3.3 3.5 4.9 1.7 4.0
FTSE350 2022-09-23 3.5 3.7 2.8 2.1 2.4 2.7 3.8 1.8 2.9
HSI 2022-09-23 3.6 4.1 3.3 3.2 3.3 3.6 3.8 1.3 3.5
AEX 2022-09-23 3.4 3.8 2.9 2.6 3.0 3.4 3.7 1.5 3.2
BIST100 2022-09-23 2.4 5.4 3.7 5.8 5.2 5.9 5.3 1.6 5.2
DAX 2022-09-23 4.3 4.1 3.3 3.1 3.2 3.8 4.3 1.4 3.6
MOEX 2022-09-23 1.9 5.2 4.7 6.3 9.1 8.4 5.2 1.9 6.5
KOSPI 2022-09-23 3.0 3.7 2.9 2.6 2.4 2.6 3.6 1.6 3.0
ISEQ 2022-09-23 2.4 4.4 3.4 3.4 3.4 3.8 4.3 1.3 3.8
STI 2022-09-23 1.9 3.0 2.3 1.2 1.3 1.5 2.8 2.5 2.0
GBPEUR 2022-09-23 3.8 1.0 1.1 1.0 0.9 1.0 1.1 1.2 1.0
TOPXDV 2022-09-22 3.2 3.1 2.7 2.2 2.5 2.7 3.0 1.4 2.7
TWSE 2022-09-23 3.4 3.3 2.6 2.4 2.4 2.6 3.3 1.4 2.8
JKSE 2022-09-23 2.2 3.2 2.6 1.5 1.9 2.0 3.3 2.2 2.4
TSLA 2022-09-23 2.5 12.8 9.7 5.8 7.5 8.1 11.5 2.2 9.2
OMXH25 2022-09-23 3.1 4.3 3.1 2.7 2.9 3.1 3.9 1.6 3.3
JSE40 2022-09-23 2.4 3.8 3.2 2.9 2.9 3.1 3.8 1.3 3.3
GC 2022-09-23 3.1 2.6 2.3 1.7 1.9 2.2 2.8 1.7 2.3
AORD 2022-09-23 2.2 3.5 2.7 2.5 2.9 3.2 3.6 1.4 3.1
KFX 2022-09-23 3.9 3.3 2.9 3.6 3.6 3.9 3.4 1.3 3.5
FTSEMIB 2022-09-23 2.8 4.3 3.6 3.1 3.0 3.4 4.6 1.5 3.7
BITCOIN 2022-09-23 3.4 10.9 9.4 8.1 9.1 10.7 10.9 1.4 9.8
MXX 2022-09-23 2.5 3.4 2.7 2.3 2.4 2.5 3.2 1.5 2.7
FTSE100 2022-09-23 3.9 3.7 2.8 2.0 2.3 2.6 3.8 1.9 2.9
N225 2022-09-22 3.5 3.7 3.0 2.8 2.9 3.3 3.5 1.4 3.2
SP500 2022-09-23 3.0 4.4 3.4 3.5 3.3 3.7 4.3 1.3 3.8
MERVAL 2022-09-23 2.3 6.4 7.1 4.5 5.1 5.4 7.5 1.7 6.0
SX5E 2022-09-23 3.5 4.1 3.3 2.7 3.0 3.5 4.3 1.6 3.5