One day market risk for JKSE (Indonesia) on 2025-12-26

← ICEX

JKSE

JKSE (Indonesia)

JPM →

Value-at-RiskVaR

1.87Rp

↓ 0.035%

from yesterday

Expected ShortfallES

2.46Rp

↓ 0.042%

from yesterday

25% Drop Probability25% Drop

4%

↓ 0.074%

from yesterday

Years Until 25% Drop25% Freq.

25.2years

↑ 0.463%

from yesterday

Model RiskModel Risk

1.72

↑ 0.075%

from yesterday

Risk Forecasts

Type	HS	MA	EWMA	GARCH	tGARCH	EVT	Mean	ModelRisk
VaR	2.31	2.07	1.43	1.44	1.51	2.45	1.87	1.72
ES	3.64	2.37	1.64	1.65	1.88	3.57	2.46	2.23

Returns Time Series

Returns chart for JKSE

Returns Distribution

Density chart for JKSE

Value at Risk (VaR)

VaR chart for JKSE

Expected Shortfall (ES)

ES chart for JKSE

Autocorrelation Function

ACF chart for JKSE

QQ Plots

QQ plots for JKSE

Extreme Event Analysis

Extreme events chart for JKSE