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

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

%
% Fit a GARCH(1,1) model to the simulated data, turning off the print display.

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

%
% Print the estimation results.

print(EstMdl,EstParamCov)

% Copyright 2017 The MathWorks, Inc.