Question about autoregressive vector prediction

Hi everyone!

I'm using the forecast function to get the prediction of an autoregressive vector in Matlab R2018b.

As you can see on forecast documentation:

"The predictor data does not contribute variability to YMSE because forecast treats XF as a nonstochastic matrix."

It's important to say that, the square roots of YMSE are the standard errors of the forecasts of Y.

And, I need a different standard error for each predicted path.

What function of Matlab can I use to get variability to YMSE? How can I obtain a different standard error for each predicted path?