Value-at-RiskVaR
4.15₺
↓
0.041%
from yesterday
Expected ShortfallES
5.6₺
↓
0.052%
from yesterday
25% Drop Probability25% Drop
11.6%
↓
0.109%
from yesterday
Years Until 25% Drop25% Freq.
8.6years
↑
0.081%
from yesterday
Model RiskModel Risk
2.13
↑
0.05%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 5.43 | 4.25 | 2.55 | 3.56 | 4.06 | 5.01 | 4.15 | 2.13 |
| ES | 7.35 | 4.87 | 2.92 | 4.08 | 5.28 | 9.06 | 5.6 | 3.1 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
