NAG Library Manual, Mark 28.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G13FGF Example Program Results

                Parameter        Standard
                estimates         errors
 Alpha0             0.20            0.16
 Alpha1            -0.65            0.28
 Alpha2            -0.40            0.21
   Psi1            -0.18            0.34
   Psi2             0.54            0.31

  Beta1             0.43            0.19

     DF             4.31            1.02

     B0            29.63            0.98
     B1            -9.91            0.43
     B2             5.57            0.83

 Volatility forecast =         1.44