A newly employed quantitative analyst at a financial firm was tasked by a portfolio manager to compute the Value at Risk (VaR) for 10-, 15-, 20-, and 25-day horizons. It is known that the annualized volatilities of the daily returns for these periods are the same, and the daily returns follow a normal distribution with identical and independent increments, having a zero mean. Considering this information, which of the following VaR estimates for the portfolio is not consistent with the others?