%% Create GJR Model Using Shorthand Syntax
% Create a gjr model object using the shorthand notation gjr(P,Q), where P is the degree of the GARCH polynomial and Q is the degree of the ARCH and leverage polynomials.
% Create an GJR(3,2) model.

Mdl = gjr(3,2)

% Mdl is a gjr model object. All properties of Mdl, except P, Q, and Distribution, are NaN values. By default, the software:
% Includes a conditional variance model constant
% Excludes a conditional mean model offset (i.e., the offset is 0)
% Includes all lag terms in the GARCH polynomial up to lags P
% Includes all lag terms in the ARCH and leverage polynomials up to lag Q
% Mdl specifies only the functional form of a GJR model. Because it contains unknown parameter values, you can pass Mdl and time-series data to estimate to estimate the parameters.
% Copyright 2015 The MathWorks, Inc.