Estimate VaR and ES Values

Calculate value-at-risk (VaR) and expected shortfall (ES) for portfolio returns distributions

You can calculate Value-at-Risk (VaR) and expected shortfall (ES) values for different VaR Levels and portfolio returns distributions by using the valueAtRisk and expectedShortfall functions.

Functions

`valueAtRisk`	Compute value-at-risk values for returns distribution (Since R2025a)
`expectedShortfall`	Compute expected shortfall values for returns distribution (Since R2025a)