title: how to use predict() function for EVT
body: <p>I have a financial time series for which I modeled a conditional VaR using extreme value theory. (In short: I fitted a Garch model on my data, extracted the residuals, fitted a generalized pareto distribution on these residuals to obtain a VaR of these residuals and then I calculated the VaR of my data using the conditional mu and sigma I obtained from the Garch model). I have a forecasting set with new data on which I want to test this model. What is the best way to do this?</p>