nag_estimate_agarchI (g13fac) Example Program Results Parameter estimates Standard errors Correct values 0.1045 (0.0486) 0.1500 0.0884 (0.0235) 0.1000 0.8196 (0.0433) 0.8000 -0.7658 (0.2296) -0.3000 3.0051 (0.1309) 3.0000 1.4478 (0.0779) 1.5000 2.4681 (0.1229) 2.5000 3 step forecast = 1.1019