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# print

Class: egarch

Display parameter estimation results for EGARCH models

## Syntax

print(fit,VarCov)

## Description

print(fit,VarCov) displays parameter estimates, standard errors, and t statistics for a fitted EGARCH model.

## Input Arguments

 fit Estimated egarch model object, as output by estimate. VarCov Estimation error variance-covariance matrix, as output by estimate. VarCov is a square matrix with a row and column for each parameter known to the optimizer when model was fit. Known parameters include all parameters estimated as well as all parameters held fixed during optimization. Rows and columns associated with any parameters held fixed contain 0s. The parameters in VarCov are ordered as follows:ConstantNonzero GARCH coefficients at positive lagsNonzero ARCH coefficients at positive lagsNonzero leverage coefficients at positive lagsDegrees of freedom (t innovation distribution only)Offset (models with nonzero offset only)

## Examples

expand all

### Print EGARCH Estimation Results

Print the results from estimating an EGARCH model using simulated data.

Simulate data from an EGARCH(1,1) model with known parameter values.

```modSim = egarch('Constant',0.01,'GARCH',0.8,'ARCH',0.14,...
'Leverage',-0.1);
rng 'default';
[V,Y] = simulate(modSim,100);
```

Fit an EGARCH(1,1) model to the simulated data, turning off the print display.

```model = egarch(1,1);
[fit,VarCov] = estimate(model,Y,'print',false);
```

Print the estimation results.

```print(fit,VarCov)
```
```
EGARCH(1,1) Conditional Variance Model:
--------------------------------------
Conditional Probability Distribution: Gaussian

Standard          t
Parameter       Value          Error       Statistic
-----------   -----------   ------------   -----------
Constant      0.0654888     0.0746316       0.877494
GARCH{1}       0.858069      0.154361        5.55886
ARCH{1}        0.27702      0.171036        1.61966
Leverage{1}      -0.179034      0.125057       -1.43162
```