Question: Using Python, calculate the 1 - day Value at Risk ( VaR ) at the 9 5 % confidence level for a portfolio consisting of

Using Python, calculate the 1-day Value at Risk ( VaR ) at the 95% confidence level for a portfolio consisting of IBM, Coca-Cola (KO), and Disney (DIS) stocks, assuming equal weights, over the period from January 1,2020, to December 31,2022. Assuming using EWMA volatility as the risk. Assuming the initial wealth that you use to invest in the portfolio to be $1M.
Using Python, calculate the 1-day Value at Risk ( VaR )

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