AORD Previous

BIST100

BIST 100
14 July 2025
BOVESPA Next

Returns

Returns chart for BIST100 showing historical price movements

Data density with normal and t(3)

Data density chart for BIST100 with normal and t(3) distributions

Value-at-Risk

Value-at-Risk chart for BIST100 showing risk forecasts

Expected Shortfall

Expected Shortfall chart for BIST100 showing tail risk measures

Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 6.3 4.4 4.0 3.8 4.2 5.4 1.7 4.7
ES 8.0 5.0 4.5 4.4 5.5 10.9 2.5 6.4

Price drop given year

Price drop given year chart for BIST100 showing historical decline patterns

Probability of price drop

Probability of price drop chart for BIST100 showing risk event likelihood

Autocorrelations

Autocorrelation Function (ACF) plot showing return and squared return patterns for BIST100

Quantile-Quantile plots

Quantile-Quantile QQ plots for BIST100 across various tail thicknesses.
Extreme Risk. Daily Market Risk Forecasts

Real-time market risk analysis and forecasts for global financial markets

© Jon Danielsson