Garch in mean using LogL object

[naz]

Hi, am trying to estimate a garch in mean model where the mean equation includes the variance term three times where two of them are multiplied by another independent variable. I was told to use the LogL object. However, while researching, I cannot find any mention of how to use the LogL for this particular problem. CAn someone PLEASE help?

The mean equation is:

Rt = C+ B0(variance) - B1 (Rt-1) - B2(Rt-1)(Variance) - B3 (Rt-1)(dummy variable)(variance) + error_term

and the conditional variance is modelled by:

variance_t = C + X1 (error_term_t-1 ^2) + X2 (variance_t-1)