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Value at Risk (VaR) prediction research benchmarks · SOTA2 Research

Value at Risk (VaR) prediction

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Canada stock market

88.59Pass Rate

11

Jun 4, 2026

Australia stock market

75.42Pass Rate

11

Jun 4, 2026

UK stock market

91.63Pass Rate

11

Jun 4, 2026

Japan stock market

89.97Pass Rate

11

Jun 4, 2026

China stock market

95.62Pass Rate

11

Jun 4, 2026

Popular datasets

China stock market Japan stock market UK stock market Australia stock market Canada stock market

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