docs: correct typo

factorpricingmodel · Jun 20, 2023 · e711966 · e711966
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diff --git a/docs/source/accuracy/value_at_risk.md b/docs/source/accuracy/value_at_risk.md
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 # Value at risk (VaR)
 
 Value at risk (VaR) is a risk metric representing the maximum possible
-loss for a given holding horizen and specific level of confidence. It is
+loss for a given holding horizon and specific level of confidence. It is
 mostly to used to estimate the lower bound of the portfolio returns given
 its realised returns.