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 |