help garch
garch()函數用於建立GARCH模型的條件方差模型對象。
應用例子:
Mdl = garch('Constant',0.0001,'GARCH',0.75,'ARCH',0.1,'Offset',0.5)
Mdl =
GARCH(1,1) Conditional Variance Model with Offset:
--------------------------------------------------
Distribution: Name = 'Gaussian'
P: 1
Q: 1
Constant: 0.0001
GARCH: {0.75} at Lags [1]
ARCH: {0.1} at Lags [1]
Offset: 0.5
查看網址,.mathworks.com/help/econ/garch.html