Joyce Byers is a recent FRM who was hired as a risk manager for a quantitative asset management firm. She has been asked by a senior portfolio manager at the firm to calculate VaR of their positions at a 10 day, 15 day, 20 day, and 25 day horizon. The portfolio manager, Jim Hopper, notices something strange with Ms. Byers' calculations, listed below. Which of the following VaR estimates seems inconsistent with the others?

VaR(10-day) = $336 mm

VaR(15-day) = $542 mm

VaR(20 day) = $626 mm

VaR (25 day) = $700 mm