%% Specify GARCH Model with Known Parameter Values
% This example shows how to specify a GARCH model with known parameter values. You can use such a fully specified model as an input to simulate or forecast.
% Specify the GARCH(1,1) model
% \sigma _t^2 = 0.1 + 0.7\sigma _{t - 1}^2 + 0.2\varepsilon _{t - 1}^2
% with a Gaussian innovation distribution.

Mdl = garch('Constant',0.1,'GARCH',0.7,'ARCH',0.2)

% 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.