I have a GAUSS17 version installed. I have been trying to replicate the https://www.aptech.com/gauss-applications/time-series-mt/garch-model/ . I get an error g0507,saying that the control structures are undefined.
I tried the instructions in https://www.aptech.com/questions/undefined-structure-g0507-plotcontrol-myplot/ , but could not find the garchControl file in the src directory.
The GARCH example you posted, requires the TSMT library from the Time Series application module.