%% Display Estimation Results
% Print the results from estimating a GARCH model using simulated data.
% Simulate data from a GARCH(1,1) model with known parameter values.

Mdl0 = garch('Constant',0.01,'GARCH',0.8,'ARCH',0.14);
rng 'default'; % For reproducibility
[V,Y] = simulate(Mdl0,100);

%
% Fit a GARCH(1,1) model to the simulated data. Suppress the estimation display.

Mdl = garch(1,1);
EstMdl = estimate(Mdl,Y,'Display','off');

%
% Display an estimation summary.

summarize(EstMdl)

% Copyright 2017 The MathWorks, Inc.
%