Value-at-RiskVaR
2.41C$
↓
0.088%
from yesterday
Expected ShortfallES
3C$
↓
0.106%
from yesterday
25% Drop Probability25% Drop
5%
↓
0.193%
from yesterday
Years Until 25% Drop25% Freq.
19.9years
↑
0.735%
from yesterday
Model RiskModel Risk
1.4
↓
0.087%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 2.33 | 1.97 | 2.76 | 2.34 | 2.7 | 2.34 | 2.41 | 1.4 |
| ES | 3.16 | 2.26 | 3.16 | 2.69 | 3.34 | 3.42 | 3 | 1.51 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
