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|
IC ³]p |
VaR_Historical |
VaR_Parametric |
||
|
MA(3) |
MA(6) |
MA(3) |
MA(6) |
|
|
ª¿²Î ( 2363 ) |
23.1345(14.9255)% |
23.1345(14.9255)% |
30.0506(19.3875%) |
30.0506(19.3875%) |
|
·ç¬R ( 2379 ) |
50.1526(17.9117%) |
50.1526(17.9117%) |
62.6112(22.3612%) |
62.6112(22.3612%) |
|
«Â²± ( 2388 ) |
70.7338(12.7678%) |
70.7338(12.7678%) |
117.1913(21.1537%) |
117.1913(21.1537%) |
|
´¼·½ ( 5404 ) |
70.8143(20.8277%) |
70.8143(20.8277%) |
88.1934(25.9392%) |
88.1934(25.9392%) |
|
¤ÓªY ( 5302 ) |
13.5391(16.5111%) |
13.5391(16.5111%) |
14.8336(18.0897%) |
14.8336(18.0897%) |
|
¥Á¥Í ( 5314 ) |
8.0592(12.0287%) |
8.0592(12.0287%) |
10.7311(16.0165%) |
10.7311(16.0165%) |
|
°¶¸à ( 5322 ) |
18.7319(16.0788%) |
18.7319(16.0788%) |
23.4493(20.1281%) |
23.4493(20.1281%) |
|
â¶§ ( 5330 ) |
12.3458(12.4705%) |
12.3458(12.4705%) |
9.6247(9.7219%) |
9.6247(9.7219%) |
|
౳Р( 5351 ) |
32.5805(24.1337%) |
32.5805(24.1337%) |
36.4693(27.0143%) |
36.4693(27.0143%) |
|
´´¼ ( 5393 ) |
21.4438(14.7888%) |
21.4438(14.7888%) |
29.8973(20.6188%) |
29.8973(20.6188%) |
|
¸q¶© ( 5433 ) |
19.8142(14.8979%) |
19.8142(14.8979%) |
18.8226(14.1523%) |
18.8226(14.1523%) |
|
²±¹F ( 5421 ) |
25.9499(15.1754%) |
25.9499(15.1754%) |
31.8011(18.5971%) |
31.8011(18.5971%) |
ªí¤T. ¨ÑÀ³Ãì¦U¶¥¬q²Õ¦¨¤Î´À¥N¥ø·~·ÀIȵû¦ôªí(´¹¶ê¥N¤u)
|
´¹¶ê¥N¤u |
VaR_Historical |
VaR_Parametric |
||
|
MA(3) |
MA(6) |
MA(3) |
MA(6) |
|
|
Áp¹q ( 2303 ) |
6.4956(7.3813%) |
6.4956(7.3813%) |
7.4743(8.4936%) |
7.4743(8.4936%) |
|
¥x¿n¹q( 2330 ) |
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