QuoteOriginally posted by: msperlinQuoteOriginally posted by: 89578251I have a financial time series, and I want to fit the financial time series to ARMA(1,1) with GARCH(1,1) volatility. How could I estimate the values of the coefficients in the specified model, preferrably in Matlab? Thanks very much in advanced.Go to matlab and type:eval('Estimate Arma(1,1)-Garch(1,1) Model NOWWW!!!')Don't forget the caps "now", otherwise it will estimate the model in 5 minutes. If that doesn't work, then type:help('garchfit')I can't understand your command. How could you fit the model without an argument for the data?By the way I input your command into the command window in Matlab, an error appeared as stated below.??? Error using ==> evalUndefined function or method 'Estimate' for inputarguments of type 'char'.Welcome more discussion.