%% Modify gjr Object
% Specify the GJR(1,1) model from the previous example.

Mdl = gjr('Offset',0.2,'Constant',0.001,...
            'GARCH',0.6,'ARCH',0.3,'Leverage',0.1);

%
% Change the GARCH coefficient to 0.5.

Mdl.GARCH = {0.5}

% The output display shows the updated GARCH coefficient.
%
% Change the innovation distribution to a Student's t distribution with eight degrees of freedom.

Mdl.Distribution = struct('Name','t','DoF',8)

% The Distribution data structure now has two fields.
%
% Add a second lagged conditional variance term with GARCH coefficient 0.1.

Mdl.GARCH{2} = 0.1

% There are now two GARCH coefficients at lags 1 and 2.
% Copyright 2015 The MathWorks, Inc.