Value-at-RiskVaR
3.87₫
↑
0.099%
from yesterday
Expected ShortfallES
4.86₫
↑
0.126%
from yesterday
25% Drop Probability25% Drop
8.2%
↑
0.276%
from yesterday
Years Until 25% Drop25% Freq.
12.2years
↓
0.426%
from yesterday
Model RiskModel Risk
1.63
↓
0.167%
from yesterday
Risk Forecasts
| Type | HS | MA | EWMA | GARCH | tGARCH | EVT | Mean | ModelRisk |
|---|---|---|---|---|---|---|---|---|
| VaR | 4.95 | 3.23 | 3.38 | 3.07 | 3.6 | 5.02 | 3.88 | 1.63 |
| ES | 6.25 | 3.7 | 3.87 | 3.52 | 5.28 | 6.52 | 4.86 | 1.85 |
Returns Time Series
Returns Distribution
Value at Risk (VaR)
Expected Shortfall (ES)
Autocorrelation Function
QQ Plots
Extreme Event Analysis
