Tesla, 16 June, 2025
TWSE
Returns
Data density with normal and t(3)
Value-at-Risk
Expexted Shortfall
Risk forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | ModelRisk | Mean |
|---|---|---|---|---|---|---|---|---|
| VaR | 11.0 | 9.099999 | 11.1 | 10.3 | 12.700001 | 10.5 | 1.4 | 10.8 |
| ES | 13.2 | 10.400001 | 12.8 | 11.8 | 17.200001 | 13.9 | 1.7 | 13.2 |
Price drop given year
Probability of price drop
Autocorrelations
Quantile-Quantile plots
Extreme risk
Daily market risk forecasts and analysis© All rights reserved, Jon Danielsson,