ES                      Compute expected shortfall (ES) of
                        distributions
GarchModel              Specify a GARCH model
VaR                     Compute Value-at-Risk (VaR)
cvar-package            Compute Conditional Value-at-Risk and
                        Value-at-Risk
predict.garch1c1        Prediction for GARCH(1,1) time series
sim_garch1c1            Simulate GARCH(1,1) time series
