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Ai-System For Var-Method In Russia Economy In Conditions Of Modern Digital Transformation

Table 3:

Profit, blnRUB ʳ,% Pt+1 Pt+5 VaR(t+1)% VaR(t+1), rub VaR(t+5), rub Prognos VaR(t+1), rub
2.5 0.385 5.571 9.367 0.801 3.07 6.86 3.07
1.7 -1.693 3.788 6.370 0.801 2.08 4.67 2.09
9.3 0.089 20.725 34.848 0.801 11.42 25.54 11.43
8.5 0.138 18.942 31.851 0.801 10.44 23.35 10.44
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