Value-at-RiskVaR
3.27₫
↓
0.05%
from yesterday
Expected ShortfallES
4₫
↓
0.061%
from yesterday
25% Drop Probability25% Drop
6.1%
↓
0.121%
from yesterday
Years Until 25% Drop25% Freq.
16.4years
↑
0.318%
from yesterday
Model RiskModel Risk
2.42
↑
0.07%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 4.94 | 3.22 | 2.04 | 2.09 | 2.42 | 4.91 | 3.27 | 2.42 |
| ES | 5.99 | 3.69 | 2.33 | 2.39 | 3.42 | 6.16 | 4 | 2.64 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
