Estimating the Risk factors under the ICAPM by using GARCH-M Model

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Hey everyone, I learned the Eveiws by myself for my paper, but just a beginner, so I want to seek your help. I want to estimate this equation: E(r_(i,t) )= λ_(w,t-1) 〖cov〗_(t-1) (r_(i,t),r_(w,t) )+λ_(c,t-1) 〖cov〗_t 〖(r〗_(i,t),r_(c,t))+λ_(d,t-1) 〖cov〗_(t-1) (r_(i,t),r_(d,t) ) by using the GARCH -M model. I chose the new object- system, then wrote three equations: rl_t=C(1), rc_t=C(2),rw_t=C(3), then chose the etimate-ARCH(for estimation method),diagnol BEKK (for model type), GARCH(1)(for coefficient). Is that correct? I did not have any option for GARCH-M. Thank you!