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AMZN

Amazon
14 July 2025
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Returns

Returns chart for AMZN showing historical price movements

Data density with normal and t(3)

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

Value-at-Risk

Value-at-Risk chart for AMZN showing risk forecasts

Expected Shortfall

Expected Shortfall chart for AMZN showing tail risk measures

Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 7.0 5.4 3.5 3.7 4.7 6.4 2.0 5.1
ES 8.8 6.2 4.0 4.3 6.2 9.0 2.3 6.4

Price drop given year

Price drop given year chart for AMZN showing historical decline patterns

Probability of price drop

Probability of price drop chart for AMZN showing risk event likelihood

Autocorrelations

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

Quantile-Quantile plots

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

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

© Jon Danielsson