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

Table 6:

Risk, blnRUB Sigma, σ P(t+1) VaR(t+1) VaR(t+5)
2.8 0.38 5.57 3.07 6.86
2.7 -1.69 3.78 2.08 4.67
2.7 0.089 20.73 11.42 25.54
2.7 0.1385 18.94 10.44 23.35
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