VaR

$\alpha =0.1$

$\alpha =0.05$

$\alpha =0.01$

疫情前

−0.01168

−0.01598

−0.02563

疫情期间

−0.01561

−0.02173

−0.03697

ES

$\alpha =0.1$

$\alpha =0.05$

$\alpha =0.01$

疫情前

−0.01797

−0.2243

−0.03334

疫情期间

−0.02491

−0.0315

−0.04839