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The answer is undefined as the probability distribution provided is invalid, the probabilities don't sum up to one, so there's not much to expand on here.


1) You are computing the "actual" VaR, in the sense that you are not forecasting it to see if your VaR model is able to estimate it, but you are just computing the VaR that "has taken place". To obtain a volatility forecast (either in-sample or out-of-sample) you can use the "ugarchforecast" function. 2) I think you are estimating the VaR on the wrong side ...

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