日期

预测方差 ${\sigma }_t^2$

标准差 ${\sigma }_t$

各置信水平下的VaR值

c = 90%

Z = 1028155

c = 95%

Z = 1.64485

2020-1-6

0

0

0

0

2020-1-8

0.041040

0.202584

0.259621

0.333220

2020-1-9

0.040611

0.201522

0.258261

0.331474

2020-1-10

0.040071

0.200177

0.256537

0.329261

2020-1-13

0.039443

0.198603

0.254520

0.326673

2020-1-14

0.038722

0.196778

0.252181

0.323671

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