There's multivariate random variable, future prices of assets, 5 years from now: $$X = [Gold, Silver, SP500]$$
There's historical prices for $X$ available for last 50 years. It's possible to fit historical prices to get multivariate probability distribution of future prices
How to fit the multivariate conditional probability distribution? To get better prediction, as (let's suppose it is so) the current prices have predictive power for the future prices.
I don't need the distribution itself, just the ability to sample $X$ given $CurrentX$. If that helps the individual prices have Pareto distribution.