同问ing,,高手们出来回个话吧!

MATLAB初学者必读MATLAB自带函数，用来做GARCH的参数识别：

fit = estimate(model,Y)
[fit,VarCov,LogL,info] = estimate(model,Y)
[fit,VarCov,LogL,info] = estimate(model,Y,Name,Value)

试一下：
load Data_EquityIdx
nasdaq = Dataset.NASDAQ;
Y = price2ret(nasdaq);
N = length(Y);

figure(1)
plot(Y)
xlim([0,N])
title('NASDAQ Returns')