title: ugarchroll with alpha = 5% return Error: plot-->error: VaR.alpha chosen is invalid for the object
body: <p>Hello everyone I had issue when run this :</p>
  <pre><code>aus_garch_roll_05 = ugarchroll(egarch_spec, data = data_new$Australia, n.ahead = 1, n.start = 2229,refit.window = &quot;moving&quot;, refit.every = 10, calculate.VaR = TRUE, VaR.alpha = c(0.05))
  
  report(aus_garch_roll_05, type = &quot;VaR&quot;)
  </code></pre>
  <p>Everything is fine with alpha = 1%, when I change the alpha to 5% or 10%, the code return me:</p>
  <pre><code>Error: 
  plot--&gt;error: VaR.alpha chosen is invalid for the object
  </code></pre>
  <p>How can I solve this?
  Thanks</p>