%% Create GARCH Model Using Shorthand Syntax
% Create a garch model using the shorthand notation garch(P,Q), where P is the degree of the GARCH polynomial and Q is the degree of the ARCH polynomial.
% Create a GARCH(3,2) model.

Mdl = garch(3,2)

% Mdl is a garch model object. All properties of Mdl, except P, Q, and Distribution, are NaN values. By default, the software:
% Includes a conditional variance model constant
% Excludes a conditional mean model offset (i.e., the offset is 0)
% Includes all lag terms in the ARCH and GARCH lag-operator polynomials up to lags Q and P, respectively
% Mdl specifies only the functional form of a GARCH model. Because it contains unknown parameter values, you can pass Mdl and the time-series data to estimate to estimate the parameters.
% Copyright 2015 The MathWorks, Inc.