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The documentation for the current release is also available on this site.
NAG Library Manual, Mark 27.3
Interfaces:  FL   CL   CPP   AD 
NAG CL Interface Introduction
Example description
nag_tsa_uni_garch_gjr_estim (g13fec) Example Program Results 

       Parameter estimates     Standard errors       Correct values
              0.3852             (0.1074)               0.4000
              0.0603             (0.0280)               0.1000
              0.7207             (0.0568)               0.7000
              0.1674             (0.0495)               0.1000
              4.0146             (0.1709)               4.0000
              1.4593             (0.1613)               1.5000
              2.4538             (0.1006)               2.5000

6 step forecast =   1.7344