不同置信水平下的VaR值(%) | ||
| 95%VaR | 99%VaR |
| 1.2097 | 2.050519 |
| 1.145639 | 1.889985 |
| 1.131488 | 1.843936 |
| 1.171305 | 1.948081 |
| 1.258721 | 2.07608 |
| 1.381885 | 2.26009 |
| 1.501069 | 2.57137 |
| 1.691788 | 2.867298 |
| 1.880441 | 3.168304 |