VaR: results unreliable

Dear All

Please,my results using standardized residuals for VaR produced
unreliable results .Need some assistance? 

Thank you for including your code, but you'll also need to include (or
link to) your data for us to evaluate why you are getting the answer you
are getting.  It is not a reproducible example without the data set.

VaR calculation produces unreliable result (risk over 100%) for
column: 1 : 177.289365852222
 [,1]
VaR
 -1

Without seeing your data, I can only guess.

One possible reason is that you are acting on prices and not returns.
As stated clearly in the PerformanceAnalytics documentation, the VaR
function uses returns, not prices.
 
Regards,

  - Brian

Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock