GARCH and Multivariate GARCH Models Source Code Toolbox

A MATLAB-based source code toolbox for programming GARCH and multivariate GARCH models, featuring parameter estimation, model diagnostics, and forecasting capabilities.

GARCH and Multivariate GARCH Model Source Code Toolbox

A comprehensive source code toolbox for implementing GARCH and multivariate GARCH models with MATLAB-based algorithmic implementations