One day market risk for OMXH 25 (Finland) on 2026-03-13

← OMX

OMXH25

OMXH 25 (Finland)

PSEI →

Value-at-RiskVaR

2.58€

↑ 0.005%

from yesterday

Expected ShortfallES

3.09€

↑ 0.004%

from yesterday

25% Drop Probability25% Drop

4.7%

↑ 0.005%

from yesterday

Years Until 25% Drop25% Freq.

21.2years

↓ 0.022%

from yesterday

Model RiskModel Risk

1.2

↓ 0.007%

from yesterday

Risk Forecasts

Type	HS	MA	EWMA	GARCH	tGARCH	EVT	Mean	ModelRisk
VaR	2.64	2.26	2.65	2.6	2.71	2.6	2.58	1.2
ES	3.28	2.59	3.04	2.98	3.21	3.45	3.09	1.33

Returns Time Series

Returns chart for OMXH25

Returns Distribution

Density chart for OMXH25

Value at Risk (VaR)

VaR chart for OMXH25

Expected Shortfall (ES)

ES chart for OMXH25

Autocorrelation Function

ACF chart for OMXH25

QQ Plots

QQ plots for OMXH25

Extreme Event Analysis

Extreme events chart for OMXH25