# Value at Risk with Monte Carlo using DCC-Garch in R

So I was trying to compute the 1- day Value at Risk of a hedge portfolio (consisting of 1 stock and one future) with a DCC-Garch model in R. So what I did is since I had historical data of 10 years:

I calculated the log-returns of both series and then fitted a DCC-Garch model, but now I’m kinda lost in doing the monte carlo simulation. I think I would now have to simulate f.e 10000 paths of a one day ahead forecast. Is this available in a specific package maybe?