%% Create GJR Model Using Longhand Syntax
% Create a gjr model using name-value pair arguments.
% Specify a GJR(1,1) model.

Mdl = gjr('GARCHLags',1,'ARCHLags',1,'LeverageLags',1)

% Mdl is a gjr model object. The software sets all parameters to NaN, except P, Q, Distribution, and Offset (which is 0 by default).
% Since Mdl contains NaN values, Mdl is only appropriate for estimation only. Pass Mdl and time-series data to estimate.
% Copyright 2015 The MathWorks, Inc.