nag_estimate_garchGJR (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