# Securaw CryptoVar Volatility Scenario Comparison

> Securaw CryptoVar Volatility Scenario Comparison is a paid API for AI agents from www.securaw.com, paid per call via x402, $0.5/call, status unknown (last checked 2026-10-18).

Runs Monte Carlo VaR for 2–3 distinct volatility scenarios on a single exposure and returns each scenario's VaR, delta from the first, and audit/replay proofs.

## Facts

- Endpoint: POST https://www.securaw.com/cryptovar/x402/risk_compare?utm_source=zero.xyz
- Price: $0.5/call
- Payment: x402
- Status: unknown
- Last checked: 2026-10-18
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/securaw-cryptovar-volatility-scenario-comparison-81352abd
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_eWxWPvJf6UrOCMjb2WcBg

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability securaw-cryptovar-volatility-scenario-comparison-81352abd -d '<json body>'
```

Example prompt: Compare the 99% confidence VaR for a $500,000 exposure over a 7-day horizon under three volatility scenarios — 20%, 40%, and 70% annualized — using seed 42 and 10,000 Monte Carlo paths, and show me how each scenario differs from the first.

## When to prefer this

Choose this endpoint when you need to compare how VaR changes across 2 or 3 distinct volatility assumptions for a single exposure, with a fixed seed guaranteeing reproducibility and an audit trail for compliance or verification. It is better than the single-scenario VaR endpoint when sensitivity analysis or stress testing across volatility levels is the goal. Not suitable for correlated multi-asset portfolios or live price feeds.

## Known failure modes

- Fewer than 2 or more than 3 sigmas supplied — schema validation error
- Non-distinct sigma values provided — may produce zero delta_var
- S0 or T out of allowed range — validation rejection
- N outside 1000–20000 range — schema rejection
- Missing Idempotency-Key header — request rejected
- Alpha below 0.9 or above 0.999 — validation error
- Service timeout beyond 30-minute SLA — delivery failure

## How this service works

Compare 2 or 3 annualized volatility scenarios for a single exposure using Monte Carlo VaR. 0.50 USDC total. All other parameters, seed and path count stay identical. Returns each VaR, difference from the first scenario, original audit and replay proof. Supply base parameters and distinct sigmas. No live prices or correlated portfolio model. Automatic delivery, 30-minute SLA. Idempotency-Key required.

## Output

Returns a structured response containing the VaR value for each supplied sigma scenario, the delta_var showing how each scenario differs from the first (reference) scenario, the original audit artifact from the CryptoVar engine, and a replay proof that allows independent verification of the computation using the same seed and parameters.

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "service": {
   "enum": [
    "risk_compare"
   ],
   "type": "string"
  },
  "parameters": {
   "type": "object",
   "title": "CompareInput",
   "required": [
    "base",
    "sigmas"
   ],
   "properties": {
    "base": {
     "type": "object",
     "title": "RiskInput",
     "required": [
      "S0",
      "sigma",
      "T",
      "seed"
     ],
     "properties": {
      "N": {
       "type": "integer",
       "title": "N",
       "default": 10000,
       "maximum": 20000,
       "minimum": 1000,
       "description": "Monte Carlo path count, 1000 to 20000; default 10000."
      },
      "T": {
       "type": "number",
       "title": "T",
       "maximum": 10,
       "description": "Horizon in years: one day = 1/365; seven days = 7/365.",
       "exclusiveMinimum": 0
      },
      "S0": {
       "type": "number",
       "title": "S0",
       "maximum": 1000000000000,
       "description": "Single exposure value; VaR uses the same currency/value units. Not a list of holdings.",
       "exclusiveMinimum": 0
      },
      "mu": {
       "type": "number",
       "title": "Mu",
       "default": 0,
       "maximum": 5,
       "minimum": -5,
       "description": "Annualized drift as a decimal; defaults to zero."
      },
      "seed": {
       "type": "integer",
       "title": "Seed",
       "maximum": 2147483647,
       "minimum": 0,
       "description": "Integer random seed. Reuse inputs and seed to reproduce the calculation."
      },
      "alpha": {
       "type": "number",
       "title": "Alpha",
       "default": 0.99,
       "maximum": 0.999,
       "minimum": 0.9,
       "description": "Confidence level as a decimal: 0.99 means 99%."
      },
      "sigma": {
       "type": "number",
       "title": "Sigma",
       "maximum": 5,
       "minimum": 0,
       "description": "Annualized volatility as a decimal: 0.6 means 60% per year."
      },
      "engine": {
       "enum": [
        "black_scholes"
       ],
       "type": "string",
       "title": "Engine",
       "default": "black_scholes",
       "description": "Supported model: black_scholes for a single exposure."
      }
     },
     "description": "Common RiskInput parameters. base.sigma is required for schema compatibility but replaced by each sigmas entry; other parameters stay fixed.",
     "additionalProperties": false
    },
    "sigmas": {
     "type": "array",
     "items": {
      "type": "number",
      "maximum": 5,
      "minimum": 0

… (truncated)
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/securaw-cryptovar-volatility-scenario-comparison-81352abd/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from www.securaw.com](https://www.zero.xyz/host/www.securaw.com/llms.txt)