set mylib.cac40;
rdt=log(prix)-log(lag(prix));
run;

proc model data=rendement ;
parms a0 a1 r1 b1 d v ;
rdt=intercept;
h.rdt=(a0+a1*g+b1*xlag(h.rdt,mse.rdt)**(d/2))**(2/d);
g=(abs(xlag(resid.rdt,mse.rdt))-r1*xlag(resid.rdt,mse.rdt))**d;
errormodel rdt ~ t(h.rdt,v);
fit rdt / fiml method=marquardt out=result1 outest=val;
  outvars h.rdt resid.rdt date ;
run;
quit;