Hedge ratio with VECM DCC GARCH

[George1993]

Hi.

For asset pairs - spot and futures I need to find the hedge ratio. To find the hedge ratio I need to use 2 models:
1) VECM for describing the dynamics of spot and futures
2) On the basis of the obtained residuals of the VECM model, apply DCC GARCH model to obtain the conditional covariance matrix.

Tell me please, is it possible to do a similar procedure in Eviews? If so, how?

[George1993]

I found the add-in to use DCC, but I can't figure out how to calculate the covariance matrix of the errors, since there can output only correlation. Help me to understand. The add-in is here http://forums.eviews.com/viewtopic.php?f=23&t=9677