各位大神，我现在想把残差项filter到TARCH模型中，但是MatLab中只提供了GARCH, EGARCH, GJR三种目标模型，如何才能设定为TARCH模型呢？
下面来自于HELP filter:

[V,Y] = filter(Md1,Z) filters disturbances (Z) through the fully specified conditional variance model (Mdl) to produce conditional variances (v) and responses (y).Mdl can be a garch, egarch, or gjr model.

例如GARCH是这么做的：
Mdl = garch('Constant',0.005,'GARCH',0.8,'ARCH',0.1);[V,E] = filter(Mdl,Z,'Z0',0,'V0',0.05);