NAG Library Manual, Mark 30.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G13FAF Example Program Results

                Parameter        Standard
                estimates         errors
 Alpha0             0.00            0.06
 Alpha1             0.11            0.13

  Beta1             0.66            0.23

  Gamma            -0.62            0.62

     DF             6.25            4.70

     B0             3.85           24.11
     B1             1.48            1.82
     B2             2.15           10.16

 Volatility forecast =         0.09