EViews.com

Anyone know how to make a volatility impulse response functions for multivariate GARCH models in the eviews 9 software? I searched a little on the web, but there is nothing explaining about the subject or how to make it, there is just the theory or the results.
I would really aprecciate any kind of answer or comment about it.
Thank you.

It's not built-in, but one could certainly do it with a bit of programming. I'll actually put that on the list of things for us to consider for future versions.

It would be a great idea to include it in the future versions.
Thanks.