Value-at-RiskVaR
3.94₺
↓
0.026%
from yesterday
Expected ShortfallES
5.35₺
↓
0.03%
from yesterday
25% Drop Probability25% Drop
11.1%
↓
0.045%
from yesterday
Years Until 25% Drop25% Freq.
9years
↑
0.036%
from yesterday
Model RiskModel Risk
2.6
↑
0.082%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 5.43 | 4.27 | 2.09 | 3.11 | 3.73 | 5.01 | 3.94 | 2.6 |
| ES | 7.35 | 4.89 | 2.4 | 3.57 | 4.86 | 9.06 | 5.35 | 3.78 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
