%% Specify the Conditional Variance Model Innovation Distribution
%% Specify the garch model

Mdl = garch(1,1)

%
%% Specify the gjr model

GJRMdl = gjr('GARCHLags',1:2,'ARCHLags',1,'LeverageLags',1,...
            'Distribution','t')

%
%% Specify a garch model with a t distribution

GARCHMdl = garch('GARCHLags',1,'ARCHLags',1,...
              'Distribution',struct('Name','t','DoF',8))

%
%% Specify a t distribution

Mdl.Distribution = 't';

%
%% Specify the degrees of freedom

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

%
%% Display the degrees of freedom

tDoF = Mdl.Distribution.DoF

%
%% Specify a gaussian distribution

Mdl.Distribution = 'Gaussian'

% Copyright 2015 The MathWorks, Inc.