[!Urgent!] ECM with Garch Errors

[Aviator737]

Hi All,

I evaluated optimal hedge ratios with an ECM model including the following equation:
dlogjet c dlog1 dlog1(-1) dlog1(-2) dlog1(-3) dlog1(-4) dlog1(-5) dlogjet(-1) dlogjet(-2) dlogjet(-3) dlogjet(-4) dlogjet(-5) e1(-1)

Already tested for unit root & cointegration between the two variables dlogjet & dlog1.

Q: I would like to capture some of the conditional volatility in the model. How can I re-estimate the above model but then with GARCH errors?

Or how should I construct a separate GARCH model and how should I fill in the 'GARCH part' under 'Estimate Equation'?

I'm not new to eviews, but i'm new to GARCH modeling, so I hope someone could help me :D