stationary condition-GARCH(1,1)-M

[Tinoosh16259]

I have got a question, about fulfilling the stationary condition of the volatility specification, my question is that I have got some cases where ARCH+GARCH effects are more than one (1); and do not know how to resolve that, I want to know:
1. how can I resolve that, considering the fact that I have included deviations in the mean equation instead of variances; and
2. If there is no way to get red of this matter, how should I explain this? what are the effects of not fulfilling the stationary condition?

Thank you for your help!
Cheers
Tinoosh

[trubador]

If you are not experiencing any estimation or convergence problems, then make sure that the mean equation itself is actually stationary. Other than that, garch-in-mean specification may not be the appropriate choice of model for your data.

[Tinoosh16259]

Thank you for your reply trubador. Just double checking, how could I test stationarity of the mean equation? Thank you for your help!
Cheers
Tinoosh