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    %% Specify EGARCH Model with Known Parameter Values  
% This example shows how to specify an EGARCH model with known parameter
% values. You can use such a fully specified model as an input to |simulate|
% or |forecast|.   

% Copyright 2015 The MathWorks, Inc.


%% 
% Specify the EGARCH(1,1) model 
%
% $$\log \sigma _t^2 = 0.1 + 0.6\log \sigma _{t - 1}^2 + 0.2\left[ {\frac{{\left| {{\varepsilon _{t - 1}}} \right|}}{{{\sigma _{t - 1}}}} - E\left\{ {\frac{{\left| {{\varepsilon _{t - 1}}} \right|}}{{{\sigma _{t - 1}}}}} \right\}} \right] - 0.1\left( {\frac{{{\varepsilon _{t - 1}}}}{{{\sigma _{t - 1}}}}} \right)$$
%
% with a Gaussian innovation distribution. 
Mdl = egarch('Constant',0.1,'GARCH',0.6,'ARCH',0.2,...
    'Leverage',-0.1) 

%%
% Because all parameter values are specified, the created model has
% no |NaN| values. The functions |simulate| and |forecast| don't accept input
% models with |NaN| values.