Research Article
[Retracted] Risk Evaluation on China Government Bonds with EWMAVaR and SVM Methods
Table 5
VaR results and risk values of NB and LB.
| Date | VaR on NB return | VaR on LB return | NB interest risk value | LB interest risk value |
| 2018 | 1.226 | 1.155 | 1.000 | 0.942 | 2019 | 1.117 | 0.813 | 0.911 | 0.663 | 2020 | 2.097 | 1.117 | 1.711 | 0.911 |
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