Tesla, 21 May, 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 | 10.9 | 8.400000 | 11.200001 | 10.9 | 13.000000 | 10.200000 | 1.5 | 10.800000 |
| ES | 15.2 | 9.700001 | 12.900000 | 12.5 | 19.200001 | 16.200001 | 2.0 | 14.300001 |
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,