Value-at-RiskVaR
1.83C$
↑
0.004%
from yesterday
Expected ShortfallES
2.28C$
↑
0.004%
from yesterday
25% Drop Probability25% Drop
3.6%
↑
0.008%
from yesterday
Years Until 25% Drop25% Freq.
28.1years
↓
0.063%
from yesterday
Model RiskModel Risk
1.56
↓
0.037%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 2.27 | 1.95 | 1.5 | 1.46 | 1.54 | 2.28 | 1.83 | 1.56 |
| ES | 3.04 | 2.23 | 1.72 | 1.68 | 1.88 | 3.16 | 2.28 | 1.88 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
