nag_rand_times_garch_gjr (g05pfc) Example Program Results


  Realization Number 1
    I            HT(I)            ET(I)
   --------------------------------------
     1           1.8000           0.4679
     2           1.6819          -1.6152
     3           2.0991           0.9592
     4           1.9614           1.1701
     5           1.9099          -1.7355
     6           2.3393          -0.0289
     7           2.0377          -0.4201
     8           1.8617           1.0865
     9           1.8212          -0.0061
    10           1.6749           0.5754

  Realization Number 2
    I            HT(I)            ET(I)
   --------------------------------------
     1           1.6055          -2.0776
     2           2.3872          -1.0034
     3           2.2724           0.4756
     4           2.0133          -2.2871
     5           2.8554           0.4012
     6           2.4149          -0.9125
     7           2.2570          -1.0732
     8           2.2102           3.7105
     9           3.3239           2.3530
    10           3.2804           0.1388