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BOVESPA

BOVESPA
8 July 2025
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Returns

Returns chart for BOVESPA showing historical price movements

Data density with normal and t(3)

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

Value-at-Risk

Value-at-Risk chart for BOVESPA showing risk forecasts

Expected Shortfall

Expected Shortfall chart for BOVESPA showing tail risk measures

Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 3.0 2.6 1.9 2.1 2.2 2.8 1.6 2.4
ES 3.3 3.0 2.2 2.4 2.6 3.6 1.6 2.8

Price drop given year

Price drop given year chart for BOVESPA showing historical decline patterns

Probability of price drop

Probability of price drop chart for BOVESPA showing risk event likelihood

Autocorrelations

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

Quantile-Quantile plots

Quantile-Quantile QQ plots for BOVESPA across various tail thicknesses.
Extreme Risk. Daily Market Risk Forecasts
Real-time market risk analysis and forecasts for global financial markets
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