How to get the output to a variable

Hello,

I am using the following code to estimate garch parameters.

I get the estimates I want but I need to get the parameter estimates to three variables (constant, arch1, garch1) and NOT print the output generated by "GARCH" command.

Can someone please help me with this?

Thanks.

Code;

clc;
clear;

T = 300;

a0  = 0.1; a1 = 0.4; a2 = 0.0; b1 = 0.2; b2= 0.0;  % garch parameters

epsi  = randn(T+2000,1);           
ut   = zeros(T+2000,1);          % garch data
sig2 = zeros(T+2000,1);          % sigma squared in garch model

unvar = a0/(1-a1-a2-b1-b2); % unvar is the unconditional variance.. initial condition

for i = 1:T+2000
                 if i==1 
                     sig2(i) = a0 + a1*unvar + a2*unvar + b1*unvar + b2*unvar;
                     sig =(sig2(i))^0.5;
                     ut(i) = epsi(i) * sig;                 
                 elseif i==2
                     sig2(i) = a0 + a1*(ut(1))^2 + a2*unvar + b1*sig2(1)+ b2*unvar;
                     sig =(sig2(i))^0.5;
                     ut(i) = epsi(i) * sig; 
                 else
                     sig2(i) = a0 + a1*(ut(i-1))^2 + a2*(ut(i-2))^2 + b1*(sig2(i-1)) + b2*(sig2(i-2));
                     sig=(sig2(i))^0.5;
                     ut(i) = epsi(i) * sig;
                 end
end

utl = ut(2001:T+2000);

model1 = garch('Offset',NaN,'GARCHLags',1,'ARCHLags',1);
[fit1,~,LogL1] = estimate(model1,utl);

Output(I just need the parameter estimates):

GARCH(1,1) Conditional Variance Model:

      ----------------------------------------
      Conditional Probability Distribution: Gaussian

                                    Standard          t     
       Parameter       Value          Error       Statistic 
      -----------   -----------   ------------   -----------
       Constant        0.10871     0.0353215        3.07772
       GARCH{1}       0.183931      0.160634        1.14503
        ARCH{1}       0.375592        0.1073        3.50038
         Offset      0.0219147     0.0238165       0.920149

Answer 1

[George Papazafeiropoulos]

Try this after running your code:

fit1.Constant
fit1.GARCH{1}
fit1.ARCH{1}
fit1.Offset

[dav]

thank you very much.

Is there a way stop stop printing the other parts of the output each time I run this code. I tried "display off" but it did not work.

thanks

Answer 2

[Roger Wohlwend]

constant = fit1.Constant;
arch1 = fit1.ARCH{1};
garch1 = fit1.GARCH{1};

[dav]

thanks.

Is there a way to stop the whole output from being printing please? I just need to get the estimates.

thanks

[Roger Wohlwend]

Yes, there is.

[fit1,~,LogL1] = estimate(model1,utl, 'Display', 'off');