risk_tail_models
VaR and ES side by side: historical, normal, Student-t, EVT, GARCH filtered historical, GARCH-EVT and GARCH-t. Omit the request to run the shipped synthetic example instead. For supplied data, require permission and set rights_confirmed=true; this does not verify a licence.
Tool call template
This tool declares no required parameters. Add optional parameters from the input schema as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {},
"name": "risk_tail_models"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| request | No | ||
| rights_confirmed | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||