模型图是根据TARCH模型算出的，代码如下：%% Forcast
T=length(y);
y_forecast = zeros(T,1);
omega = par_tarch(1);
alpha = par_tarch(2);
gamma = par_tarch(3);
beta = par_tarch(4);
for t=2:T
    if y(t-1)<0
        y_forecast(t)=omega+alpha*abs(y(t-1))+gamma*abs(y(t-1))+beta*y_forecast(t-1);
    else
        y_forecast(t)=omega+alpha*abs(y(t-1)) +beta*y_forecast(t-1);
    end
end