How to estimate a Bivariate AR-GARCH model?

[Sheep]

Hi all,

I need to estimate a Bivariate AR-GARCH model(VECH) for two return series of stock index to see the return spillover and volatility spillover between them. It is easy to estimate two conditional mean equations with return spillover effect with options in EViews, but I got problems to add volatility spillover variables (square of resid from conditional mean equations) to conditional variance and covariance equations. Does any konw this kind of model? Or is there any other ways to estimate the model? Please Help!

Thank you very much for you help.

S.