Testing the assumption of constant correlations

[ripperpool]

Hey guys ,
Can anyone tell me how we can test the assumption of constant correlations. I have estimated the constant conditional correlation model for a stock and a index.I also need to Construct and backtest the one-day 1% Value at Risk of a portfolio which invests 50% in the stock and 50% in the index .

I would appreciate your help.

[ripperpool]

Is there no one here who can help me? :(

[archbarch]

Hi

I have almost the same problem..

Did a garch(1,1), tried to forecast and backtest, but something is wrong. Should I upload my EViews file?

Regards