Suppose you just find that the lowest possible monthly log return for your test asset is -150% instead of -120%. The probability of the worst case (i.e., lowest possible monthly log return) to occur remains the same, that is 0.01%. Given this new information about the worse case (i.e., -150% instead of -120%), you conclude that the 1-month 5% Value-at-Risk (VaR) measure will become smaller. become larger. remain the same.