Multivariate Garch Normailty Assumption violated

[tomasz1985]

Hi,

i currently estimating a Multivariate Garch Model in order to be able to estimate time varying betas.
However after running the Garch Test in Eviews and testing the residuals for normality, the normaility assumption is rejeceted.
I think that it is not unusual in stock market data, but could perhaps somebody state which implication in regaqrd to a violation of nonnormaility in our Garch model we face and if it is a problem in a large sample?

Thank you for !!!!!