How to get the historical GARCH Variance

When one constructs forecasts with a GJR-GARCH model, the output matlab gives is the variance forecast (i.e. $\sigma^2_{t+1}$).

How can one extract the corresponding $\sigma^2_t$ (i.e. the historical variance) of the GJR-GARCH model?

For a standard GARCH model one could do this using the ugarchpred function (<http://nl.mathworks.com/help/finance/ugarchpred.html)>. The historical variance is the 'H' in the syntax window (see link). Unfortunately this function is not available for a GJR-GARCH and hence my question, how can I extract the historical variance?

Many thanks

Answer 1

[Imner Renmi]

Never mind, I found the answer to my question on the following link:

http://nl.mathworks.com/help/econ/infer-conditional-variances.html