matlab egarch,EGARCH Model

The Econometric Modeler app is an interactive tool for visualizing and analyzing univariate time series data.

Specify lag operator polynomial terms for time series model estimation using Econometric Modeler.

Learn about models that account for volatility clustering.

Learn how maximum likelihood is carried out for conditional variance models.

Constrain the model during estimation using known parameter values.

Specify presample data to initialize the model.

Specify initial parameter values for estimation.

Troubleshoot estimation issues by specifying alternative optimization options.

Learn about Monte Carlo simulation.

Learn about presample requirements for simulation.

Learn about Monte Carlo forecasting.

Learn about MMSE forecasting.