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Sorry for my English

Hi,
I try to estimates day of the week effect with GARCH (1,1), both in mean and variance.
1. I put in mean equation:
:equation: return (@weekday=1) (@weekday=2) (@weekday=3) (@weekday=4) (@weekday=5)
2. in variance regressors I put:
(@weekday=1) (@weekday=2) (@weekday=3) (@weekday=4) (@weekday=5)
3. Then I get error "singular (near singular) variance regressors"

Have I did something wrong?
Could anybody tell me how to fix it?
Thank you so much :)

Drop one of the dummies in the variance equation.

But I need to drop all dummies (5 days) into variance equation, and it was error.

No you don't. Think dummy variable trap.

I'll try it thanks :)