Value-at-RiskVaR
4.03₺
↑
0.034%
from yesterday
Expected ShortfallES
5.42₺
↑
0.043%
from yesterday
25% Drop Probability25% Drop
10.9%
↑
0.083%
from yesterday
Years Until 25% Drop25% Freq.
9.1years
↓
0.07%
from yesterday
Model RiskModel Risk
2.31
↑
0.036%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 5.43 | 4.23 | 2.35 | 3.45 | 3.8 | 4.94 | 4.04 | 2.31 |
| ES | 7.35 | 4.85 | 2.7 | 3.95 | 4.95 | 8.74 | 5.42 | 3.24 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
