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Lots of thanks for your help trubador

thank a lot for everything, it helps a lot
do u think makes sense to introduce the long-run component of CGARCH in VECM?

I think I manage to attached the file. The name of the article is
"Volatility and Long Term Relations in
Equity Markets: Empirical Evidence
from Germany, Switzerland, and the UK"
by Guidi, Francesco.

thank you so much for your support

trubador pls I need you help in this, I'm analysing the volatility with 4 garch models and then VECM for long run relations between markets. What i do not understand is the connection between the first part of the article and the second part, I mean I should introduce the short run relations from CG...

unfortunatelly i do not have this screen when select "Make garch variance"...i think it's because of Eviews, I'm using Eviews 5.
Lots of thanks for u help.

thanks a lot trubador, I succeed to make the conditional variance series, but I do not know how to do the permanent component :(

hej hej
i would be really grateful in case somebody can help me with some hints about how can I plot the long run component and the short run component of a CGARCH.

Thank u all