I'll suggest you an easy way to start with. It's called sometimes historical portfolio VaR. Get the series of portfolio values and the returns: $$V_t=\sum_{i=1}^4n_ip_i$$$$V_t=\sum_{i=1}^4n_{it}p_{it}$$ $$\Delta V_t=\sum_{i=1}^4n_{it}(p_{i,t-1}-p_{i,t-1})$$ $$r_t=\frac{\Delta V_t}{V_{t-1}}$$ Here, $$r_t=\ln\frac{V_t}{V_{t-1}}$$$n_{it},p_{it}$ are number of shares and the price of a stock $i$ on day $t$.
Next, Apply GARCH to the portfolio returns. Compute VaR using the obtained conditional variance for tomorrow.