How to use for loop GARCH simulation?

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Adhish Aggarwal
Adhish Aggarwal 2018-2-25
I am trying to simulate GARCH volatility on rolling 90 basis and using that to predict the value.
numOb = 1;
numPath = 500;
price = fts2mat(w); % data
a = zeros(300,2);
ret = tick2ret(price);
for a2 = 91:374
ToEstMdl = garch(1,1);
estmdl = estimate(ToEstMdl,ret(a2-90:a2));
[~,d] = simulate(estmdl,numOb,'NumPaths',numPath);
a(a2,1) = prctile(w(a2)*(1+3*d),0.2);
a(a2,2)= prctile(w(a2)*(1-3*d),0.8);
end

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