DAXMIDCAP Previous

DB

Deutche Bank
5 September 2025
FTSE100 Next

Returns

Returns chart for DB showing historical price movements

Data density with normal and t(3)

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

Value-at-Risk

Value-at-Risk chart for DB showing risk forecasts

Expected Shortfall

Expected Shortfall chart for DB showing tail risk measures

Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 8.69999981 5.50000000 3.90000010 4.50000000 5.29999971 7.69999981 2.20000005 5.90000010
ES 10.19999981 6.30000019 4.50000000 5.09999990 7.80000019 12.10000038 2.70000005 7.69999981

Price drop given year

Price drop given year chart for DB showing historical decline patterns

Probability of price drop

Probability of price drop chart for DB showing risk event likelihood

Autocorrelations

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

Quantile-Quantile plots

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

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

© Jon Danielsson