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GBPEUR

GBP/EUR
5 September 2025
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Returns

Returns chart for GBPEUR showing historical price movements

Data density with normal and t(3)

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

Value-at-Risk

Value-at-Risk chart for GBPEUR showing risk forecasts

Expected Shortfall

Expected Shortfall chart for GBPEUR showing tail risk measures

Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 1.00000000 0.80000001 0.60000002 0.70000005 0.70000005 1.00000000 1.60000002 0.80000001
ES 1.30000007 0.89999998 0.70000005 0.80000001 0.89999998 1.30000007 1.79999995 1.00000000

Price drop given year

Price drop given year chart for GBPEUR showing historical decline patterns

Probability of price drop

Probability of price drop chart for GBPEUR showing risk event likelihood

Autocorrelations

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

Quantile-Quantile plots

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

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

© Jon Danielsson