Value-at-RiskVaR
3.43₫
↑
0.002%
from yesterday
Expected ShortfallES
4.22₫
↑
0.003%
from yesterday
25% Drop Probability25% Drop
6.6%
↑
0.007%
from yesterday
Years Until 25% Drop25% Freq.
15.1years
↓
0.016%
from yesterday
Model RiskModel Risk
2.21
↓
0.023%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 4.95 | 3.29 | 2.47 | 2.25 | 2.63 | 4.99 | 3.43 | 2.21 |
| ES | 6.06 | 3.77 | 2.83 | 2.58 | 3.73 | 6.35 | 4.22 | 2.46 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
