Value-at-RiskVaR
3.35$
↑
0.12%
from yesterday
Expected ShortfallES
4$
↑
0.142%
from yesterday
25% Drop Probability25% Drop
6%
↑
0.254%
from yesterday
Years Until 25% Drop25% Freq.
16.8years
↓
0.747%
from yesterday
Model RiskModel Risk
1.83
↓
0.084%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 4.17 | 3.42 | 2.27 | 3.01 | 3.18 | 4.06 | 3.35 | 1.83 |
| ES | 4.94 | 3.91 | 2.6 | 3.45 | 3.9 | 5.19 | 4 | 2 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
