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.