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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: $$V_t=\sum_{i=1}^4n_{it}p_{it}$$ $$\Delta V_t=\sum_{i=1}^4n_{it}(p_{i,t-1}-p_{i,t-1})$$ $$r_t=\frac{\Delta V_t}{V_{t-1}}$$ Here, $n_{it},p_{it}$ 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.

Aksakal
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