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I have the same problem too!

by the way, I already applied bivariate and trivariate garch models via codes posted on the forum. But I think that they are estimating just own volatility. There is no such a spillover effect coefficient.

Hi, I gotta estimate a volatility spillover model between spot and futures markets. But in a system equation I haven't interpreted diagonal bekk or vec results. What should I include as a variance regressor in the model to explain volatility spillover from one market to another? It is really urgent ...

I am facing the same problem. How can I interpret mgarch diagonal bekk results. How can estimate volatility spillover in e-views? I already used trivariate m-garch code posted in e-views forum but didn't interpret the results.?
Please, help!
It is really urgent!