Forecast Multivariate GARCH model

[elpa]

Hi,

I need to estimate and forecast a BEKK/VECH multivariate GARCH model. While I estimate it, I can not proceed with its forecast. Can anyone advise me on how can I forecast it?

Thanks in advance.

[EViews Gareth]

EViews only supports forecasting the mean equation. This can be done in the same way that any system object can be forecasted, that is via the Proc->Make Model menu entry, and then solving the model over the forecast period.