Example description

nag_estimate_agarchII (g13fcc) Example Program Results

       Parameter estimates     Standard errors       Correct values
              0.0916             (0.0147)               0.0800
              0.2268             (0.0324)               0.2000
              0.6596             (0.0326)               0.7000
             -0.4188             (0.0686)              -0.4000
              2.9804             (0.0565)               3.0000
              1.5345             (0.0362)               1.5000
              2.5314             (0.0424)               2.5000

3 step forecast =   0.4238