Hi everyone, following this paper https://pdfs.semanticscholar.org/29e...668.1535448701 , I estimated the ARJI-GARCH model with MATLAB and so I end up with a vector of estimated parameters. It is not the classical regression function, I started with a time series and I minimized (then inverted the sign) the log-likelihood function with fminsearch.

Now I have to compute the t-stat for the parameters, MATLAB functions are not suitable for some reasons so I am finding a way to compute the standard errors of the parameters. Could anyone help me?

Tank you in advance and sorry for my imperfect english.