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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)