%% Create EGARCH Model with Known Coefficients
% Create an EGARCH(1,1) model with mean offset,
% {y_t} = 0.5 + {\varepsilon _t},
% where {\varepsilon _t} = {\sigma _t}{z_t},
% \sigma _t^2 = 0.0001 + 0.75\log\sigma _{t - 1}^2 +
% 0.1\left(\frac{|\varepsilon _{t - 1}|}{\sigma_{t-1}} -
% \sqrt{\frac{2}{\pi}}\right) -
% 0.3\frac{\varepsilon_{t-1}}{\sigma_{t-1}} +
% 0.01\frac{\varepsilon_{t-3}}{\sigma_{t-3}},
% and z_{t} is an independent and identically distributed standard Gaussian process.

Mdl = egarch('Constant',0.0001,'GARCH',0.75,...
    'ARCH',0.1,'Offset',0.5,'Leverage',{-0.3 0 0.01})

% egarch assigns default values to any properties you do not specify with name-value pair arguments. An alternative way to specify the leverage component is 'Leverage',{-0.3 0.01},'LeverageLags',[1 3].
% Copyright 2015 The MathWorks, Inc.