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How do I model GARCH(1,1) volatility for historical indexes in Matlab?

I'm currently working with historical index data from Yahoo Finance and would like to plot the GARCH(1,1) volatility of these indexes. I'm working with the Datafeed and Finance Tollboxes in Matlab ...

programming garch

asked Jul 6 '12 at 9:29

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GJR-GARCH Model In R

Any idea how to estimate GJR-GARCH models in R? Is there any particular library like fGarch that supports such models?

asked May 10 '12 at 7:48

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How do I model GARCH(1,1) volatility for historical indexes in Matlab?

GJR-GARCH Model In R

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