Value-at-RiskVaR
1.9A$
↑
0.027%
from yesterday
Expected ShortfallES
2.35A$
↑
0.031%
from yesterday
25% Drop Probability25% Drop
3.6%
↑
0.057%
from yesterday
Years Until 25% Drop25% Freq.
27.4years
↓
0.436%
from yesterday
Model RiskModel Risk
1.4
↓
0.107%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 2.1 | 1.87 | 2.03 | 1.54 | 1.69 | 2.16 | 1.9 | 1.4 |
| ES | 2.85 | 2.14 | 2.33 | 1.76 | 2.09 | 2.91 | 2.35 | 1.66 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
