Value-at-RiskVaR
4.48₺
↓
0.034%
from yesterday
Expected ShortfallES
5.75₺
↓
0.039%
from yesterday
25% Drop Probability25% Drop
10.4%
↓
0.059%
from yesterday
Years Until 25% Drop25% Freq.
9.6years
↑
0.054%
from yesterday
Model RiskModel Risk
1.37
↑
0.037%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 5.41 | 4.18 | 3.95 | 4.16 | 4.5 | 4.72 | 4.48 | 1.37 |
| ES | 7.04 | 4.79 | 4.52 | 4.76 | 5.78 | 7.58 | 5.75 | 1.68 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
