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The code seems fine. This post might also be helpful.

:D once again, thank you!

Dear Trubador, I have modified the code according to you as below, although the code seems work well and the covariance estimated seems reasonable I’m not sure whether I have done it right can you please take a look? And you've been a big help……I’m a very beginner of EViews and have been trying work...

I need to estimate covariance between several groups of data which is the monthly price index of stocks. The model I use is the BEKK version of simple bivariate GARCH(1,1) model. But there is a error warning says “attempt to raise a negative number to a non integer power in "OMEGA(3)=EQ.C(2)^5&...