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Aksakal
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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: $$V_t=\sum_{i=1}^4n_ip_i$$ $$r_t=\ln\frac{V_t}{V_{t-1}}$$

Next, Apply GARCH to the portfolio returns. Compute VaR using the obtained conditional variance for tomorrow.

Aksakal
  • 62.3k
  • 6
  • 106
  • 206