News Impact Curves for GARCH, EGARCH and TGARCH

[Sam2010]

Hello Everyone,
I'm not good in programming. I have estimated GARCH, EGARCH and TGARCH models below from EView built in program. I want a program to extract the necessary inputs (residuals, conditional variance, standardized errors, estimated coefficients, etc.) and plot the NIC.
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GARCH(1 1)
Mean Equation
LTSJP = C(1)*LOG(GARCH) + C(2)*LTSJP1 + [MA(1)=C(3),BACKCAST=1/03/2000,ESTSMPL="1/03/2000 6/17/2010"]

Variance Equation
GARCH = C(4) + C(5)*RESID(-1)^2 + C(6)*GARCH(-1)

Estimating Exchanges volatility and asymmetary
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EGARCH(1 1)
Mean Equation
LTSJP = C(1)*LOG(GARCH) + C(2)*LTSJP1 + [MA(1)=C(3),BACKCAST=1/03/2000,ESTSMPL="1/03/2000 6/17/2010"]

ltsjp1=lagltspj
MA(1)=moving Average

Variance Equation
LOG(GARCH) = C(4) + C(5)*ABS(RESID(-1)/@SQRT(GARCH(-1))) + C(6)*RESID(-1)/@SQRT(GARCH(-1)) + C(7)*LOG(GARCH(-1))

Estimating Exchanges volatility and asymmetary
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TGARCH (1 1)
Mean Equation
LTSJP = C(1)*LOG(GARCH) + C(2)*LTSJP1 + [MA(1)=C(3),BACKCAST=1/03/2000,ESTSMPL="1/03/2000 6/17/2010"]

ltsjp1=lagltspj
MA(1)=moving Average

Variance Equation
GARCH = C(4) + C(5)*RESID(-1)^2 + C(6)*RESID(-1)^2*(RESID(-1)<0) + C(7)*GARCH(-1)

Your help will be highly appreciated. Thank you very much in advance