TSLA

Tesla

5 September 2025

Returns

Returns chart for TSLA showing historical price movements

Data density with normal and t(3)

Data density chart for TSLA with normal and t(3) distributions

Value-at-Risk

Value-at-Risk chart for TSLA showing risk forecasts

Expected Shortfall

Expected Shortfall chart for TSLA showing tail risk measures

Risk forecasts

Type	HS	MA	EWMA	GARCH	tGARCH	EVT	ModelRisk	Mean
VaR	11.00000000	9.19999981	5.60000038	8.00000000	8.50000000	10.50000000	1.89999998	8.80000019
ES	13.19999981	10.50000000	6.50000000	9.09999943	11.39999962	13.89999962	2.09999990	10.80000019

Price drop given year

Price drop given year chart for TSLA showing historical decline patterns

Probability of price drop

Probability of price drop chart for TSLA showing risk event likelihood

Autocorrelations

Autocorrelation Function (ACF) plot showing return and squared return patterns for TSLA

Quantile-Quantile plots

Quantile-Quantile QQ plots for TSLA across various tail thicknesses.

Extreme Risk. Daily Market Risk Forecasts

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

© Jon Danielsson