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**rugarch**: Univariate GARCH Models**VaRplot**: Value at Risk Exceedances plot

# Value at Risk Exceedances plot

### Description

Plot the VaR at a given coverage rate against the realized returns for the same period, highlighting the exceedances.

### Usage

1 2 3 |

### Arguments

`alpha` |
The quantile (coverage) used for the VaR. |

`actual` |
An xts object of the realized returns. |

`VaR` |
An xts object of the forecast VaR, at the given coverage rate p, with the same index as the actual. |

`title` |
Plot title. |

`xlab` |
Plot x-axis label. |

`ylab` |
Plot y-axis label. |

### Author(s)

Alexios Ghalanos

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