%% Specify GJR Model with Known Parameter Values
% This example shows how to specify a GJR model with known parameter values. You can use such a fully specified model as an input to simulate or forecast.
% Specify the GJR(1,1) model
% \sigma _t^2 = 0.1 + 0.6\sigma _{t - 1}^2 + 0.2\varepsilon _{t - 1}^2 + 0.1I\left[ {{\varepsilon _{t - 1}} < 0} \right]\varepsilon _{t - 1}^2
% with a Gaussian innovation distribution.

Mdl = gjr('Constant',0.1,'GARCH',0.6,'ARCH',0.2,...
    'Leverage',0.1)

% Because all parameter values are specified, the created model has no NaN values. The functions simulate and forecast don't accept input models with NaN values.
% Copyright 2015 The MathWorks, Inc.