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Volga Taylor VaR DtD % Difference
| Description |
DtD difference in % for Value at Risk with contextual confidence level for the Volga sensitivity |
| Relevant context values |
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Difference between Volga Taylor VaR and Volga Taylor VaR Previous expressed in percentage.
$$\text{Volga Taylor VaR DtD % Difference}=\frac{\text{Volga Taylor VaR}-\text{Volga Taylor VaR Previous}}{\text{Volga Taylor VaR Previous}}$$