GARCH Toolbox™

garchget - Get value of GARCH specification structure parameter

Syntax

ParameterValue = garchget(Spec,ParameterName)

Description

ParameterValue = garchget(Spec,ParameterName) returns the value of the specified parameter from the GARCH specification structure Spec.

Input Arguments

`Spec`	GARCH specification structure returned by `garchset`, or the output (`Coeff`) of the estimation function `garchfit`.
`ParameterName`	String indicating the name of the parameter whose value `garchget` extracts from `Spec`. It is sufficient to type only the leading characters that uniquely identify a parameter name. See `garchset` for a list of valid parameter names. `ParameterName` is case insensitive.

Output Arguments

ParameterValue

Value of the named parameter extracted from the structure Spec. garchget returns the appropriate model default value if the specified parameter is undefined in the specification structure.

Examples

Create a GARCH(P=1, Q=1) model spec:

Spec = garchset('P', 1, 'Q', 1)  
Spec = 
     Comment: 'Mean: ARMAX(0, 0, ?); Variance: GARCH(1, 1)'
     Distribution: 'Gaussian'
                C: []
    VarianceModel: 'GARCH'
                P: 1
                Q: 1
                K: []
            GARCH: []
             ARCH: []

Retrieve the value of the parameter P: