Value at Risk (VaR) Validity Assessment on US Equity Data (test)
98.07VaR Pass Rate (alpha=0.01)
SGA
Updated 1mo ago
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
2026.06 | 98.07 | 92.82 | 88.27 | |
2026.06 | 97.86 | 92.84 | 88.33 | |
2026.06 | 97.39 | 91.85 | 86.96 | |
2026.06 | 97.28 | 91.54 | 86.53 | |
2026.06 | 97.04 | 90.89 | 86.04 | |
2026.06 | 96.41 | 89.95 | 84.88 | |
2026.06 | 96.23 | 89.43 | 84.24 | |
2026.06 | 96.2 | 89.7 | 84.72 | |
2026.06 | 95.92 | 88.65 | 83.47 | |
2026.06 | 95.14 | 87.52 | 82.02 | |
2026.06 | 95.08 | 87.17 | 82.26 | |
2026.06 | 93.59 | 87.71 | 82.76 | |
2026.06 | 92.42 | 84.43 | 79.77 |