Value-at-RiskVaR
2.07₹
↓
0.058%
from yesterday
Expected ShortfallES
2.59₹
↓
0.071%
from yesterday
25% Drop Probability25% Drop
4.2%
↓
0.133%
from yesterday
Years Until 25% Drop25% Freq.
23.8years
↑
0.733%
from yesterday
Model RiskModel Risk
1.22
↑
0.028%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 2.14 | 1.93 | 2.28 | 1.86 | 2.03 | 2.18 | 2.07 | 1.22 |
| ES | 2.99 | 2.22 | 2.61 | 2.13 | 2.55 | 3.05 | 2.59 | 1.43 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
