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SPTSX
SPTSX (Canada)
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Returns Time Series
Returns chart for SPTSX
Returns Distribution
Density chart for SPTSX
Value at Risk (VaR)
VaR chart for SPTSX
Expected Shortfall (ES)
ES chart for SPTSX
Autocorrelation Function
ACF chart for SPTSX
QQ Plots
QQ plots for SPTSX
Extreme Event Analysis
Extreme events chart for SPTSX
Extreme Risk. Daily Market Risk Forecasts

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

© Jon Danielsson