One day market risk for Japanese Yen (JPY) / Euro (EUR) on 2026-03-13

← JPM

JPYEUR

Japanese Yen (JPY) / Euro (EUR)

KFX →

Value-at-RiskVaR

1.67

↑ 0.012%

from yesterday

Expected ShortfallES

1.87

↑ 0.013%

from yesterday

25% Drop Probability25% Drop

2.5%

↑ 0.022%

from yesterday

Years Until 25% Drop25% Freq.

40.6years

↓ 0.365%

from yesterday

Model RiskModel Risk

1.28

↓ 0.006%

from yesterday

Risk Forecasts

Type	HS	MA	EWMA	GARCH	tGARCH	EVT	Mean	ModelRisk
VaR	1.8	1.92	2.3	2.19	0	1.8	1.67	1.28
ES	1.93	2.2	2.63	2.51	0	1.93	1.87	1.36

Returns Time Series

Returns chart for JPYEUR

Returns Distribution

Density chart for JPYEUR

Value at Risk (VaR)

VaR chart for JPYEUR

Expected Shortfall (ES)

ES chart for JPYEUR

Autocorrelation Function

ACF chart for JPYEUR

QQ Plots

QQ plots for JPYEUR

Extreme Event Analysis

Extreme events chart for JPYEUR