Model the Conditional Value at Risk with an ARCHProcess 

The returns of Apple stock from January 2009 to April 2014.

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Split the time series in two parts, and use the first part to find a model.

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Fit an ARCHProcess to the first time series.

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Find the conditional value at risk for the second part of the time series with significance level at 95%.

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Plot the second time series and its values at risk.

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