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Dear Colleagues
If anyone has a code to estimate the "unrestricted Bekk Garch Model" and does not mind to share, kindly assist me. I am new to programming, and it is taking me a while to figure out things in programs. I need to estimate overlapping multicountry (or multivariate) volatitlity.
Hoping for a positive response, I thank you in advance.
james.

I think the following two posts might give you the general idea: Diagonal BEKK (garch-in-mean) and Low Triangular BEKK (garch-in-mean)

Thanks, Trubador - for your kindness to take time for steering me in the right direction. Much appreciated.
James Johnson