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    %% Print EGARCH Estimation Results  
% Print the results from estimating an EGARCH model using simulated data.   

% Copyright 2015 The MathWorks, Inc.


%% 
% Simulate data from an EGARCH(1,1) model with known parameter values. 
modSim = egarch('Constant',0.01,'GARCH',0.8,'ARCH',0.14,...
             'Leverage',-0.1);
rng 'default';
[V,Y] = simulate(modSim,100);  

%% 
% Fit an EGARCH(1,1) model to the simulated data, turning off the print
% display. 
model = egarch(1,1);
[fit,VarCov] = estimate(model,Y,'print',false);  

%% 
% Print the estimation results. 
print(fit,VarCov)