পদ্ধতির তুলনা করুন

	Value at Risk (VaR)	GARCH
ক্ষেত্র	অর্থায়ন	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	2007	1986
প্রবর্তক	Jorion (textbook benchmark); popularised by RiskMetrics / J.P. Morgan	Tim Bollerslev
ধরন	Financial risk measure	Conditional volatility model
মৌলিক উৎস	Jorion, P. (2007). Value at Risk: The New Benchmark for Managing Financial Risk (3rd ed.). McGraw-Hill. ISBN: 978-0071464956	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307-327.
অপর নাম	VaR, value-at-risk, delta-normal VaR, historical simulation VaR	GARCH(1,1), generalized ARCH, conditional volatility model, GARCH Modeli
সম্পর্কিত	5	5
সারসংক্ষেপ	Value at Risk is a financial risk measure that estimates the maximum loss a position or portfolio could suffer over a fixed holding period at a given confidence level. It is the standard benchmark in risk management and regulatory capital calculations, developed in the textbook tradition of Jorion (2007) and the Basel market-risk framework.	GARCH is an econometric model for the time-varying volatility of financial time series, introduced by Tim Bollerslev in 1986 as a generalisation of Engle's ARCH model. It treats the conditional variance as a function of past squared shocks and past variances, capturing the volatility clustering seen in returns.