Can I compile functions from the GARCH Toolbox 1.0 (R12.1)?

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Can I compile functions from the GARCH Toolbox 1.0 (R12.1)?
My code involves a few garch functions. I'd like to know whether I can use the MATLAB Compiler to create a DLL

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MathWorks Support Team
The entire GARCH Toolbox is not completely compilable at this time. For example, there are a few functions such as GARCHGET and GARCHSET, which are not compilable because they use the EVAL function which is not compilable at this time.
You can get a trial version of the MATLAB Compiler. Try this on your application and see if you are able to compile it. If this does work, you can procede with compilation. Please remember that at this time the GARCH Toolbox is not "fully" compilable.
Our development staff is aware of this issue and is working on making the GARCH Toolbox Compilable in a future release.

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