Tesla, equity, United States, 18 April, 2024


TWSE
TOPIX

Returns

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Data density with normal and t(3)

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Value-at-Risk

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Expexted Shortfall

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Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 10.3 9.0 7.1 7.7 8.4 10.3 1.4 8.8
ES 13.2 10.3 8.2 8.8 11.0 13.6 1.7 10.8

Price drop given year

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Probability of price drop

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Autocorrelations

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Quantile-Quantile plots

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TWSE
TOPIX

Extreme risk
Daily market risk forecasts and analysis
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