Value-at-RiskVaR
5.46₿
↑
0.047%
from yesterday
Expected ShortfallES
6.9₿
↑
0.052%
from yesterday
25% Drop Probability25% Drop
12.2%
↑
0.062%
from yesterday
Years Until 25% Drop25% Freq.
8.2years
↓
0.042%
from yesterday
Model RiskModel Risk
1.82
↓
0.001%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 6.54 | 5.8 | 3.59 | 4.83 | 5.68 | 6.34 | 5.47 | 1.82 |
| ES | 8.23 | 6.64 | 4.12 | 5.54 | 8.37 | 8.5 | 6.9 | 2.06 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
