%% Specify Default EGARCH Model
% This example shows how to use the shorthand egarch(P,Q) syntax to specify the default EGARCH(P, Q) model, \varepsilon_t = \sigma_t z_t with a Gaussian innovation distribution and
% \log \sigma _t^2 = \kappa  + \sum\limits_{i = 1}^P {{\gamma _i}\log } \sigma _{t - i}^2 + \sum\limits_{j = 1}^Q {{\alpha _j}\left[ {\frac{{\left| {{\varepsilon _{t - j}}} \right|}}{{{\sigma _{t - j}}}} - E\left\{ {\frac{{\left| {{\varepsilon _{t - j}}} \right|}}{{{\sigma _{t - j}}}}} \right\}} \right]}  + \sum\limits_{j = 1}^Q {{\xi _j}} \left( {\frac{{{\varepsilon _{t - j}}}}{{{\sigma _{t - j}}}}} \right).
% By default, all parameters in the created model have unknown values.
% Specify the default EGARCH(1,1) model:

Mdl = egarch(1,1)

% The output shows that the created model, Mdl, has NaN values for all model parameters: the constant term, the GARCH coefficient, the ARCH coefficient, and the leverage coefficient. You can modify the created model using dot notation, or input it (along with data) to estimate.
% Copyright 2015 The MathWorks, Inc.