This paper proposes a novel mixed-frequency quantile vector autoregression (MF-QVAR) model that uses a #bayesian framework and multivariate asymmetric Laplace distribution to estimate missing low-frequency variables at higher frequencies. The proposed method allows for timely policy interventions by analyzing conditional quantiles for multiple variables of interest and deriving quantile-related #riskmeasures at high frequency. The model is applied to the US economy to #nowcast conditional quantiles of #gdp, providing insight into #var, Expected Shortfall, and distance among percentiles of real GDP nowcasts.