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CHFEUR

CHF/EUR
4 July 2025
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Returns

Returns chart for CHFEUR showing historical price movements

Data density with normal and t(3)

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

Value-at-Risk

Value-at-Risk chart for CHFEUR showing risk forecasts

Expected Shortfall

Expected Shortfall chart for CHFEUR showing tail risk measures

Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 1.0 0.9 0.7 0.7 0.8 0.9 1.5 0.8
ES 1.2 1.0 0.8 0.8 1.0 1.2 1.6 1.0

Price drop given year

Price drop given year chart for CHFEUR showing historical decline patterns

Probability of price drop

Probability of price drop chart for CHFEUR showing risk event likelihood

Autocorrelations

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

Quantile-Quantile plots

Quantile-Quantile QQ plots for CHFEUR 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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