Estimate a linear regression model include a GARCH term

[Wolflpy]

Hello.

I am doing my dissertation and now I want to estimate a linear regression model include a GARCH term. The model and description has showed below:

QQ截图20150727181531.jpg (275.47 KiB) Viewed 1977 times

I have 18 years stock return data, and some monthly macro variables data.

How can I estimate this equation in Eviews.

Thank you very much

[EViews Gareth]

Create an equation object, set GARCH as the estimation method.