conditional mean for Value at Risk model

[sherryw]

Hi everyone
I am try to estimate condition mean of 1st order autoregressive process to estimate Value at risk,
it get me really confused with ar(1) garch(1,1) model when I estimate garch model for conditional variance, does the ar(1) here refer to the 1st order autoregressive process? if yes how can I find the series of conditional mean from it? if no, how can I compute conditional mean of a autoregressive process? thanks for help!
Sherry