GARCH model with Variance Equation coefficients greater than 1

[AfonsoRod]

Dear all

I have estimated a GARCH(p,q) model with multiple explanatory variables. Also, in order to solve problems regarding auto-correlation, partial auto-correlation and heteroskedasticity I have joined some ARMA and SARMA terms.
However, my variance equation coefficients sum up to a little bit more than one. I have read that in order to solve this problem, one can raise the GARCH order (like from GARCH(1,1) to GARCH(2,2)) or even to add a @trend into the variance regressors. I have tried these procedures but i still have values greater than one.

Is these a real problem or can I ignore it? Are my results somehow skewed or biased if this occurs? How can I solve it?

I thank you all for the help in advance.

Yours sincerely,
Afonso Rodrigues