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KFX

KFX
5 September 2025
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Returns

Returns chart for KFX showing historical price movements

Data density with normal and t(3)

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

Value-at-Risk

Value-at-Risk chart for KFX showing risk forecasts

Expected Shortfall

Expected Shortfall chart for KFX showing tail risk measures

Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 4.19999981 3.59999990 4.59999990 3.09999990 5.00000000 4.09999990 1.60000002 4.09999990
ES 6.70000029 4.19999981 5.29999971 3.59999990 6.59999990 7.19999981 2.00000000 5.60000038

Price drop given year

Price drop given year chart for KFX showing historical decline patterns

Probability of price drop

Probability of price drop chart for KFX showing risk event likelihood

Autocorrelations

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

Quantile-Quantile plots

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

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

© Jon Danielsson