Multivariate GARCH in Eviews 6

[cydella]

Hello everybody,
I am running a multivariate Garch with 7 variables on this system of equations

NORD = C(11)*NORD(-1) + C(12)*CENTRONORD(-1) + C(13)*SARDEGNA(-1) + C(14)*CENTROSUD(-1) + C(15)*SUD(-1) + C(16)*CALABRIA(-1) + C(17)*SICILIA(-1) + C(18)

CENTRONORD =C(21)*NORD(-1) + C(22)*CENTRONORD(-1) + C(23)*SARDEGNA(-1) + C(24)*CENTROSUD(-1) + C(25)*SUD(-1) + C(26)*CALABRIA(-1) + C(27)*SICILIA(-1) + C(28)

... up to

SICILIA = ...

Up to now, everything works. Now I have to add exogenous dummy variables for the month and the day of week (working days and weekend), so I rewrite the new equation as:

NORD = C(11)*NORD(-1) + C(12)*CENTRONORD(-1) + C(13)*SARDEGNA(-1) + C(14)*CENTROSUD(-1) + C(15)*SUD(-1) + C(16)*CALABRIA(-1) + C(17)*SICILIA(-1) + C(18)
+ C(252)*(@WEEKDAY=2) + C(252)*(@WEEKDAY=3) + C(252)*(@WEEKDAY=4) + C(252)*(@WEEKDAY=5) + C(256)*(@WEEKDAY=6) + C(256)*(@WEEKDAY=7)
+ C(202)*(@MONTH=2) + C(203)*(@MONTH=3)+C(204)* (@MONTH=4) + C(205)*(@MONTH=5)+ C(206)* (@MONTH=6) + C(207)*(@MONTH=7) + C(208)*(@MONTH=8) + C(209)*(@MONTH=9) + C(210)*(@MONTH=10) + C(211)*(@MONTH=11) + C(212)*(@MONTH=12)


When I try to run the estimation with the ARCH method, a message error "Invalid endogenous variable specification for system" is shown, while if I use the OLS, the estimation works fine.

Any suggestion?
Thanks