Unverified50% confidenceOpinionExact time
In the crypto market, because of price gaps, sudden drops in liquidity, and frequent exchange failures, VaR models' assumptions based on historical volatility often underestimate extreme risk, so in practice stress testing and Conditional Value at Risk (CVaR) are often used as supplements.
1
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50%
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Long-term
Relevance
10/16/2026
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