Value-at-RiskVaR
6.47₿
↑
0.382%
from yesterday
Expected ShortfallES
8.07₿
↑
0.455%
from yesterday
25% Drop Probability25% Drop
14.3%
↑
0.839%
from yesterday
Years Until 25% Drop25% Freq.
7years
↓
0.433%
from yesterday
Model RiskModel Risk
1.45
↓
0.599%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 6.66 | 5.81 | 5.11 | 7.39 | 7.39 | 6.43 | 6.47 | 1.45 |
| ES | 8.25 | 6.66 | 5.85 | 8.47 | 10.7 | 8.51 | 8.07 | 1.83 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
