Can anybody advise how to forecast and get goodness of fit measures in Matlab. I am using different models. I already divided my full sample time series randomly into training and testing. I preprocessed the data, regularized against over-fitting, trained the models and just need to know if there are direct toolbox(s) to use to forecast my models which are (GARCH family, Extreme value theory and GA-HMM hybrid). I don't know why Matlab is complex in some silly areas. I've searched in all tool boxes (econometrics, finance, curve fitting & system identification). The closest one to my job is curve fitting where I can find some error measures but I am not sure as this toolbox for fitting but not forecasting. I have read in all the toolboxes and watched webinars either on mathworks or in YouTube. I don't why they built this complex system for those silly GARCH and EVT models. Simply it should be straight. Please advise as soon as possible.

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