nag_estimate_agarchII (g13fcc) Example Program Results Parameter estimates Standard errors Correct values 0.0916 (0.0147) 0.0800 0.2268 (0.0324) 0.2000 0.6596 (0.0326) 0.7000 -0.4188 (0.0686) -0.4000 2.9804 (0.0565) 3.0000 1.5345 (0.0362) 1.5000 2.5314 (0.0424) 2.5000 3 step forecast = 0.4238