GARCH (1,1) with additional GARCH term at lag 20

[Cld12]

Good morning!

I am trying to fit a GARCH(1,1) model with one additional GARCH term at lag 20 in the variance equation.
I tried to put the term "GARCH(-20)" in the variance regressors, however I was not able to add it as such.

Anyone has an idea how i can add a garch term at lag 20 in the variance equation?

Thank you for your answer!


p.s.: it's urgent

[EViews Gareth]

I don't believe that's possible with the built in GARCH estimator. You might have to code it up yourself.

[Cld12]

Thank you for your answer!
I made it in another way.

[bilal]

how did you manage to do it in another way?