how to estimate tvp-garch

[maryameco65]

dear eviews users,
how can I estimate tvp-garch(1,1) with eviews?

thanks in advance

[trubador]

http://forums.eviews.com/viewtopic.php? ... sd=a#p9123

[maryameco65]

but it is garch not garch-m!
it doesnt make any difference?

[trubador]

Any model that requires multiplication of two or more unobserved variables or that are nonlinear in unobservables cannot be estimated in EViews with the built-in procedures or objects.