Need to implement the following models to forecast next day VaR and Backtest the VaR on on data of your choice.

$1.$ Historical simulation

$2.$ Monte Carlo simulation

$3.$ Simple Variance based approach $($backtesting using $250$ 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

Need to prepare a Table at the end where we need to compare the $\%$age breaches, total

excess capital and total excess loss of the given models to identify the best performing model.