%% Create EGARCH Model Using Longhand Syntax
% Create an egarch model object using name-value pair arguments.
% Specify an EGARCH(1,1) model. By default, the conditional mean model offset is zero. Specify that the offset is NaN. Include a leverage term.

Mdl = egarch('GARCHLags',1,'ARCHLags',1,'LeverageLags',1,'Offset',NaN)

% Mdl is an egarch model object. The software sets all parameters to NaN, except P, Q, and Distribution.
% Since Mdl contains NaN values, Mdl is appropriate for estimation only. Pass Mdl and time-series data to estimate.
% Copyright 2015 The MathWorks, Inc.