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.