I tried to write a code to estimate the variables for NGARCH model:
\(\sigma(t+1)^2=\omega+\alpha*(Return(t)-\theta*\sigma(t))^2+\beta*\sigma(t)^2\) where \(\omega=\sigma*(1-\alpha*(1+\theta^2)-\beta)\)
I wrote a function as
function f=osllh(x)
r=xlsread('HW_3_Data','old vix','j4:j1257')...
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