Financial Toolkit : Fitting a GARCH(1,1) model

Input
Garch(1,1) : \( \sigma_{t}^2 = \omega + \alpha X_{t-1}^2 + \beta \sigma_{t-1}^2\), \(X_{t} = \sigma_{t} Z_{t}\) where \( Z_{t} \sim N(0,1) \)
Calculation mode