%% Create GARCH Model with Known Coefficients
% Create a GARCH(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\sigma _{t - 1}^2 + 0.1\varepsilon _{t - 1}^2,
% and z_{t} is an independent and identically distributed standard Gaussian process.

Mdl = garch('Constant',0.0001,'GARCH',0.75,...
    'ARCH',0.1,'Offset',0.5)

% garch assigns default values to any properties you do not specify with name-value pair arguments.
% Copyright 2015 The MathWorks, Inc.