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HSI

Hang Seng
16 October 2025
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Returns

Returns chart for HSI showing historical price movements

Data density with normal and t(3)

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

Value-at-Risk

Value-at-Risk chart for HSI showing risk forecasts

Expected Shortfall

Expected Shortfall chart for HSI showing tail risk measures

Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 3.70000005 3.90000010 2.80000019 3.29999995 3.70000005 3.90000010 1.39999998 3.50000000
ES 6.09999990 4.40000010 3.20000005 3.79999995 4.59999990 5.90000010 1.89999998 4.69999981

Price drop given year

Price drop given year chart for HSI showing historical decline patterns

Probability of price drop

Probability of price drop chart for HSI showing risk event likelihood

Autocorrelations

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

Quantile-Quantile plots

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

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

© Jon Danielsson