| Financial Toolbox | |
GARCH Processes
The Financial Toolbox provides these representative functions to help you familiarize yourself with Generalized Autoregressive Conditional Heteroskedasticity (GARCH) in the MATLAB context. The GARCH Toolbox provides a more comprehensive and integrated computing environment that includes maximum likelihood parameter estimation, volatility forecasting, Monte Carlo simulation, diagnostic and hypothesis testing, graphical analysis, and data manipulation. For information see the GARCH Toolbox User's Guide or the financial products Web page at http://www.mathworks.com/products/finprod/.
Univariate GARCH Processes
GARCH parameter estimation.
Log-likelihood objective function.
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