fitparp function

fitparp estimate the parameters of specified GARCH marginals models

You are now following this Submission

This function implemented by function 'copula111cGarch111VaR' and other related functions that will estimate the value at risk of portfolio.
The marginal model are GARCH(1,1),GJR(1,1),AR(1)-GARCH(1,1)and AR(1)-GJR(1,1)
the parameters and standard deviation of models will used for estimation of parameters of copula function.

Cite As

Ali Najjar (2026). fitparp function (https://se.mathworks.com/matlabcentral/fileexchange/32215-fitparp-function), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Dynamic Copula Toolbox 3.0

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.5.0.0

-_-

1.4.0.0

_-_

1.3.0.0

--

1.0.0.0