← NIFTY50
NZX50
S&P/NZX 50 INDEX GROSS (New Zealand)
OMX →
Returns Time Series
Returns chart for NZX50
Returns Distribution
Density chart for NZX50
Value at Risk (VaR)
VaR chart for NZX50
Expected Shortfall (ES)
ES chart for NZX50
Autocorrelation Function
ACF chart for NZX50
QQ Plots
QQ plots for NZX50
Extreme Event Analysis
Extreme events chart for NZX50
Extreme Risk. Daily Market Risk Forecasts

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

© Jon Danielsson