fix: typo in parameter

src/fpm_risk_model/accuracy/value_at_risk.py

@@ -103,7 +103,7 @@ def compute_value_at_risk_breach_statistics(
 def compute_value_at_risk_rolling_breach_statistics(
     X: ndarray,
     weights: ndarray,
-    rolling_timeframes: int,
+    rolling_timeframe: int,
     rolling_risk_model: Optional[RollingFactorRiskModel] = None,
     forecast_vols: Optional[Series] = None,
     threshold: Optional[float] = 0.95,
@@ -124,7 +124,7 @@ def compute_value_at_risk_rolling_breach_statistics(
         respectively. The weights should be normalized, i.e.
         sum to one for each time frame.
 
-    rolling_timeframes: int
+    rolling_timeframe: int
         The number of rolling time frames to compute the percentage
         of returns breaching the specified VaR.
 
@@ -146,6 +146,6 @@ def compute_value_at_risk_rolling_breach_statistics(
         threshold=threshold,
     )
     return (
-        breach_statistics.rolling(rolling_timeframes, min_periods=min_periods).sum()
-        / rolling_timeframes
+        breach_statistics.rolling(rolling_timeframe, min_periods=min_periods).sum()
+        / rolling_timeframe
     )