nag_estimate_agarchI (g13fac) Example Program Results 

       Parameter estimates     Standard errors       Correct values
              0.1045             (0.0486)               0.1500
              0.0884             (0.0235)               0.1000
              0.8196             (0.0433)               0.8000
             -0.7658             (0.2296)              -0.3000
              3.0051             (0.1309)               3.0000
              1.4478             (0.0779)               1.5000
              2.4681             (0.1229)               2.5000

3 step forecast =   1.1019