<br/><p>如题：我用EVIEWS做关于股价的GARCH（1，1）模型：</p><p>Dependent Variable: LOG(Y)&nbsp;&nbsp;&nbsp;&nbsp;<br/>Method: ML - ARCH (Marquardt) - Normal distribution&nbsp;&nbsp;&nbsp;&nbsp;<br/>Date: 03/08/08&nbsp;&nbsp; Time: 20:56&nbsp;&nbsp;&nbsp;&nbsp;<br/>Sample (adjusted): 2 1195&nbsp;&nbsp;&nbsp;&nbsp;<br/>Included observations: 1194 after adjustments&nbsp;&nbsp;&nbsp;&nbsp;<br/>Convergence achieved after 12 iterations&nbsp;&nbsp;&nbsp;&nbsp;<br/>Variance backcast: ON&nbsp;&nbsp;&nbsp;&nbsp;<br/>GARCH = C(2) + C(3)*RESID(-1)^2 + C(4)*GARCH(-1)&nbsp;&nbsp;&nbsp;&nbsp;<br/>&nbsp;&nbsp;&nbsp;&nbsp;<br/>&nbsp;Coefficient&nbsp;Std. Error&nbsp;z-Statistic&nbsp;Prob.&nbsp; <br/>&nbsp;&nbsp;&nbsp;&nbsp;<br/>LOG(Y(-1))&nbsp;1.000011&nbsp;4.03E-05&nbsp;24818.15&nbsp;0.0000<br/>&nbsp;&nbsp;&nbsp;&nbsp;<br/>&nbsp;Variance Equation&nbsp;&nbsp;&nbsp;<br/>&nbsp;&nbsp;&nbsp;&nbsp;<br/>C&nbsp;1.16E-05&nbsp;2.06E-06&nbsp;5.621188&nbsp;0.0000<br/>RESID(-1)^2&nbsp;0.222097&nbsp;0.020109&nbsp;11.04463&nbsp;0.0000<br/>GARCH(-1)&nbsp;0.747353&nbsp;0.021762&nbsp;34.34203&nbsp;0.0000<br/>&nbsp;&nbsp;&nbsp;&nbsp;<br/>R-squared&nbsp;0.994402&nbsp;&nbsp;&nbsp;&nbsp; Mean dependent var&nbsp;&nbsp;7.364056<br/>Adjusted R-squared&nbsp;0.994388&nbsp;&nbsp;&nbsp;&nbsp; S.D. dependent var&nbsp;&nbsp;0.198381<br/>S.E. of regression&nbsp;0.014862&nbsp;&nbsp;&nbsp;&nbsp; Akaike info criterion&nbsp;&nbsp;-5.828220<br/>Sum squared resid&nbsp;0.262836&nbsp;&nbsp;&nbsp;&nbsp; Schwarz criterion&nbsp;&nbsp;-5.811185<br/>Log likelihood&nbsp;3483.448&nbsp;&nbsp;&nbsp;&nbsp; Durbin-Watson stat&nbsp;&nbsp;1.931407<br/>&nbsp;&nbsp;&nbsp;&nbsp;<br/>但在matlab中如何做呢？ 请高手指教&nbsp; 谢谢！！</p><p>数据为：1998年1月三日到2001年12月31日上证指数 见附件。</p>