When returns are independently and identically distributed (i.i.d.), the time scaling of VaR follows the square root of time rule: $\text{VaR}_{T\text{-day}} = \text{VaR}_{1\text{-day}} \times \sqrt{T}$. For T=10 days, this gives $\sqrt{10} \approx 3.16$ times the 1-day VaR.