%% Print GJR Estimation Results
% Print the results from estimating a GJR model using simulated data.
% Simulate data from a GJR(1,1) model with known parameter values.

Mdl0 = gjr('Constant',0.01,'GARCH',0.8,'ARCH',0.14,...
             'Leverage',0.1);
rng 'default';
[V,Y] = simulate(Mdl0,100);

%
% Fit a GJR(1,1) model to the simulated data, turning off the print display.

Mdl = gjr(1,1);
[EstMdl,EstParamCov] = estimate(Mdl,Y,'Display','off');

%
% Print the estimation results.

print(EstMdl,EstParamCov)

% Copyright 2017 The MathWorks, Inc.