MathWorks - GARCH Toolbox

First submitted by MATLAB Central Team on 28 Aug 2000

Updated by Han on 14 Mar 2011

The GARCH Toolbox provides essential tools for univariate Generalized Autoregressive Conditional ...

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Date	Contributor	Description	Rating
14 Mar 2011	Han		4
19 Jun 2009	MATLAB Central Team	The GARCH Toolbox provides essential tools for univariate Generalized Autoregressive Conditional Heteroskedasticity(GARCH) volatility modeling. The GARCH Toolbox features a simple interface that enables you to analyze volatility in the financial markets using univariate GARCH models.

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Tag	Applied By	Date/Time
economics	MATLAB Central Team	19 Jun 2009 at 10:20am
finance	MATLAB Central Team	19 Jun 2009 at 10:20am