Asymetries in BEKK model

[Bartosz]

Hi everyone !

Iam working on a project that involves estimation of asymetric BEKK model however Iam having a hard time making it work in Eviews 6. Iam trying to add element sigma to the variance equation sigma(j,t)=min(res;0) where j=futures, spot and sigma(t) = [sigma(futures,t) sigma(spot,t) ] but Iam getting a warning about singular covariance matrix.

The full specification is:
H = omega*omega' + beta H(-1) beta' + alpha res(-1) res(-1)' alpha'+delta sigma(-1) sigma(-1)' delta'

I have two series of residuals without any positive values (min(res;0)) however when I add them as additional regressors the model crashes. If anyone knows what the problem is please help. Thank you !