Tesla, 25 April, 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 | 10.300000 | 9.0 | 14.4 | 13.200000 | 16.5 | 10.300000 | 1.8 | 12.300000 |
| ES | 12.700001 | 10.3 | 16.5 | 15.099999 | 21.9 | 13.099999 | 2.1 | 14.900001 |
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,