Value-at-RiskVaR
1.82₹
↑
0.005%
from yesterday
Expected ShortfallES
2.37₹
↑
0.005%
from yesterday
25% Drop Probability25% Drop
4.1%
↑
0.008%
from yesterday
Years Until 25% Drop25% Freq.
24.1years
↓
0.047%
from yesterday
Model RiskModel Risk
2
↓
0.016%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 2.32 | 2.01 | 1.16 | 1.46 | 1.68 | 2.28 | 1.82 | 2 |
| ES | 3.29 | 2.3 | 1.33 | 1.67 | 2.1 | 3.54 | 2.37 | 2.66 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
