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AAPL

Apple
17 September 2025
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Returns

Returns chart for AAPL showing historical price movements

Data density with normal and t(3)

Data density chart for AAPL with normal and t(3) distributions

Value-at-Risk

Value-at-Risk chart for AAPL showing risk forecasts

Expected Shortfall

Expected Shortfall chart for AAPL showing tail risk measures

Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 4.90000010 4.19999981 3.79999995 3.79999995 4.30000019 4.69999981 1.29999995 4.30000019
ES 6.00000000 4.80000019 4.30000019 4.40000010 5.79999971 6.19999981 1.39999998 5.20000029

Price drop given year

Price drop given year chart for AAPL showing historical decline patterns

Probability of price drop

Probability of price drop chart for AAPL showing risk event likelihood

Autocorrelations

Autocorrelation Function (ACF) plot showing return and squared return patterns for AAPL

Quantile-Quantile plots

Quantile-Quantile QQ plots for AAPL across various tail thicknesses.
Extreme Risk. Daily Market Risk Forecasts

Real-time market risk analysis and forecasts for global financial markets

© Jon Danielsson