The Var method is a risk measurement techniques developed in recent years,because of its simplicity,comprehensive,practical.This method has become the financial market risk management methods commonly and was used so widely by many organizations.There are many Var calculation methods.Which used more commonly is the use of low frequency data,and exactly what benefit data Bing based on GARCH model estimation,and then based on parameters calculated get Var value.But such data is bound to lose many days of low-frequency information,so that value can not get good coverage Var actual risk level.