GARCH system. Using stock prices to estimate default prob

[Trangdau]

Hi,
I need help on running the GARCH system in Eviews. I'm working on a model using stock prices to estimate default probability.
Here's the model:
Rit = λt E(εmt, vit) + RFt + vit (15) --> Returns on assets/liabilities of company i at time t (using CAPM)
Rmt = λt E(ε2mt) + RFt + εmt (16) --> Returns on market portfolio at time t
E(σ2vit) = γi,1 + γi,2 v2it-1 + γi,3 σ2vit-1 (17) --> Expected variance of the error term of company's return
E(σ2εmt) = γi,1 + γi,2 ε2mt-1 + γi,3 σ2εmt-1 (18) --> Expected variance of the error term of portfolio
E(εmt, vit) = ρv,ε √(E(σ2vit)E(σ2εmt) ) (19) --> Expected covariance of the 2 error terms

Could you please tell me how to estimate a system of (15), (16) in Eviews? Then, how should I use that result in (19) to obtain σ2εmt to calculate the probability of default by the formula: 1/σεmt

I really appreciate any of your help.
Thank you!