%% Specify Default GARCH Model
% This example shows how to use the shorthand garch(P,Q) syntax to specify the default GARCH(P, Q) model, \varepsilon_t = \sigma_t z_t with Gaussian innovation distribution and
% \sigma _t^2 = \kappa  + {\gamma _1}\sigma _{t - 1}^2 +  \ldots  + {\gamma _P}\sigma _{t - P}^2 + {\alpha _1}\varepsilon _{t - 1}^2 +  \ldots  + {\alpha _Q}\varepsilon _{t - Q}^2.
% By default, all parameters in the created model have unknown values.
% Specify the default GARCH(1,1) model.

Mdl = garch(1,1)

% The output shows that the created model, Mdl, has NaN values for all model parameters: the constant term, the GARCH coefficient, and the ARCH coefficient. You can modify the created model using dot notation, or input it (along with data) to estimate.
% Copyright 2015 The MathWorks, Inc.