Value-at-RiskVaR
4.21₺
↓
0.038%
from yesterday
Expected ShortfallES
5.42₺
↓
0.044%
from yesterday
25% Drop Probability25% Drop
9.8%
↓
0.075%
from yesterday
Years Until 25% Drop25% Freq.
10.2years
↑
0.077%
from yesterday
Model RiskModel Risk
1.55
↑
0.036%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 5.41 | 4.19 | 3.49 | 3.5 | 3.98 | 4.72 | 4.21 | 1.55 |
| ES | 7.04 | 4.8 | 3.99 | 4.01 | 5.1 | 7.58 | 5.42 | 1.9 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
