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Financial Risk Estimation on S&P 500 1984-06-01 to 2025-08-20 (test)
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3.922
VaR-ES Score
Simple–Linear
-4.24304
-2.12327
-0.0035
2.11627
Mar 9, 2026
VaR-ES Score
VaR Violation Rate
Updated 1mo ago
Evaluation Results
Method
Method
Links
VaR-ES Score
VaR Violation Rate
Simple–Linear
Objective=Fixed-policy...
2026.03
3.922
2.1
Encoder–Linear
Objective=Fixed-policy...
2026.03
3.92
2.5
DCC–GARCH
Objective=Fixed-policy...
2026.03
3.774
14.8
Unconditional
Objective=Fixed-policy...
2026.03
3.765
1.2
Direct
Objective=Fixed-policy...
2026.03
3.76
1.5
Encoder–LSTM
Objective=Fixed-policy...
2026.03
-3.929
6.6
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