Overflow in Egarch Estimation

[joannytan]

Hi,

I am using Eviews 7 and I have encounter the "Overflow" message in my EGARCH estimation process. The strange part about it is that when I run the observations from 1997m01 to 2007m02 (or period shorter than this), the egarch estimation is just fine. However, when I add in one more observation (1997m01 to 2007m03), the Overflow message appeared. And, when I add in two more observations (1997m01 to 2007m05), the estimation process was just fine.

Any idea on the problem of Overflow?