Simulation of GJR-GARCH (1, 1) process

I was trying to simulate GJR-GARCH(1, 1) process by following the instruction http://www.mathworks.com/help/toolbox/econ/gjr.simulate.html

However, when I typed "model = gjr(1, 1)", the matlab could not recognize gjr function. I checked if the econometric toolbox was installed and it was already installed.

What should I do? Is there some preliminary step before typing "model = gjr(1, 1)"? Also is the above link the right way to go about for simulating GJR-GARCH(1, 1) process?