ton: Addison Wesley.
</p>


<h3>See Also</h3>

<p><code>StockWatson2007</code></p>


<h3>Examples</h3>

<pre><code class='language-R'>
## returns
data("NYSESW")
ret &lt;- 100 * diff(log(NYSESW))
plot(ret)

## Stock and Watson (2007), p. 667, GARCH(1,1) model
library("tseries")
fm &lt;- garch(coredata(ret))
summary(fm)
</code></pre>

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