Tesla, equity, United States, 24 April, 2024
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 | 10.2 | 9.0 | 7.0 | 7.6 | 8.3 | 10.2 | 1.5 | 8.7 |
| ES | 13.1 | 10.3 | 8.0 | 8.8 | 10.9 | 13.4 | 1.7 | 10.7 |
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,