NAG Library Manual, Mark 28.7
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G13FEF Example Program Results

                Parameter        Standard
                estimates         errors 
 Alpha0             0.08            0.12
 Alpha1             0.00            0.85

  Beta1             0.67            0.19

  Gamma             0.35            0.63

     DF             5.03            5.13

     B0            50.22            3.33
     B1           -18.48            1.43
     B2             6.45            0.54


 Volatility forecast =         0.61