ExtremeRisk Daily forecasts
About Risk Riskometers Inconsistency Model risk Global risk Daily summary Endogenous risk Technical Code
Largest moves since last trading day

Where risk shifted most

The biggest day-over-day changes in forecast risk across all tracked assets. Rising risk in red, easing risk in green.

Risk rising — turning more dangerous
Risk easing — calming down
A century of risk

S&P 500 risk and losses, 1928–2026

Each bar is one year: the green-to-blue column shows the range of daily risk within that year; red marks the realised annual loss. Every spike has a name.

The whole world

Global market risk

GDP-weighted risk across every country with stock-market data. Shaded bands mark periods of acute stress.

GDP-weighted global risk Periods of acute stress
Five reference assets

Daily risk summary

Today’s reading against its 12-month high and low for the headline markets.

Today Year max Year min

Daily risk

Annualised, %

Model risk

Disagreement across methods

Worst 25-yr drop

Portfolio loss, %

Latest market risk forecasts

Eight forecasting methods; Mean is the consensus. Darker cells mean higher risk. Click a row for details.

Show assets per page
Symbol Date alphaHSMAEWMA GARCHtGARCHEVTModelRisk Mean
Lower risk Higher risk