%% Specify EGARCH Model with Known Parameter Values
% This example shows how to specify an EGARCH model with known parameter values. You can use such a fully specified model as an input to simulate or forecast.
% Specify the EGARCH(1,1) model
% \log \sigma _t^2 = 0.1 + 0.6\log \sigma _{t - 1}^2 + 0.2\left[ {\frac{{\left| {{\varepsilon _{t - 1}}} \right|}}{{{\sigma _{t - 1}}}} - E\left\{ {\frac{{\left| {{\varepsilon _{t - 1}}} \right|}}{{{\sigma _{t - 1}}}}} \right\}} \right] - 0.1\left( {\frac{{{\varepsilon _{t - 1}}}}{{{\sigma _{t - 1}}}}} \right)
% with a Gaussian innovation distribution.

Mdl = egarch('Constant',0.1,'GARCH',0.6,'ARCH',0.2,...
    'Leverage',-0.1)

% Because all parameter values are specified, the created model has no NaN values. The functions simulate and forecast don't accept input models with NaN values.
% Copyright 2015 The MathWorks, Inc.