%% Create Default GJR Model
% Create a default gjr model object and specify its parameter values using dot notation.
% Create a GJR(0,0) model.

Mdl = gjr

% Mdl is a gjr model object. It contains an unknown constant, its offset is 0, and the innovation distribution is 'Gaussian'. The model does not have GARCH, ARCH, or leverage polynomials.
%
% Specify two unknown ARCH and leverage coefficients for lags one and two using dot notation.

Mdl.ARCH = {NaN NaN};
Mdl.Leverage = {NaN NaN};
Mdl

% The Q, ARCH, and Leverage properties update to 2, {NaN NaN}, and {NaN NaN}, respectively. The two ARCH and leverage coefficients are associated with lags 1 and 2.
% Copyright 2015 The MathWorks, Inc.