Need it with the table

Assignment 1: AFRM You need to implement the following models to forecast next day VaR and Backtest the VaR on data of your choice. 1. Historical simulation 2. Monte Carlo simulation 3. Simple Variance based approach (backtesting using 250 days and 125 days' data) 4. RiskMetrics 5. GARCH model with all six distributions 6. GJR-GARCH model with all six distributions 7. EGARCH model with all six distributions You need to prepare a Table at the end where you need to compare the \%age breaches, total excess capital and total excess loss of the given models to identify the best performing You need to implement the following models to forecast next day VaR and Backtest the VaR on data of your choice. 1. Historical simulation 2. Monte Carlo simulation 3. Simple Variance based approach (backtesting using 250 days and 125 days' data) 4. RiskMetrics 5. GARCH model with all six distributions 6. GJR-GARCH model with all six distributions 7. EGARCH model with all six distributions You need to prepare a Table at the end where you need to compare the \%age breaches, total excess capital and total excess loss of the given models to identify the best performing Assignment 1: AFRM You need to implement the following models to forecast next day VaR and Backtest the VaR on data of your choice. 1. Historical simulation 2. Monte Carlo simulation 3. Simple Variance based approach (backtesting using 250 days and 125 days' data) 4. RiskMetrics 5. GARCH model with all six distributions 6. GJR-GARCH model with all six distributions 7. EGARCH model with all six distributions You need to prepare a Table at the end where you need to compare the \%age breaches, total excess capital and total excess loss of the given models to identify the best performing You need to implement the following models to forecast next day VaR and Backtest the VaR on data of your choice. 1. Historical simulation 2. Monte Carlo simulation 3. Simple Variance based approach (backtesting using 250 days and 125 days' data) 4. RiskMetrics 5. GARCH model with all six distributions 6. GJR-GARCH model with all six distributions 7. EGARCH model with all six distributions You need to prepare a Table at the end where you need to compare the \%age breaches, total excess capital and total excess loss of the given models to identify the best performing