title: Fitting a DCC Garch Model in R
body: <p>I'm trying to run a DCC Multivariate GARCH Model. When I run the model, it shows only the statistics of the GARCH part, but i need the statistics of the VAR part too. Does anyone know how to do it?</p>
  
  <p>This is my routine:</p>
  
  <pre><code>library(parallel)
  library(rugarch)
  library(rmgarch)
  library("tseries")
  library("zoo")
  library("forecast")
  library("FinTS")
  library("vars")
  library("MTS"
  
  uspec.n = multispec(replicate(3, ugarchspec(mean.model = list(armaOrder = c(1,1)))))
  dcc.11mn = dccspec(uspec.n, VAR = TRUE, lag = 4, lag.max = 12, dccOrder = c(1, 1), distribution = 'mvnorm')
  fit.2.11mn = dccfit(dcc.11mn, data = B [1:192, 1:3])
  </code></pre>
  
  <p>And this is my result:</p>
  
  <pre><code>---------------------------------*
  *          DCC GARCH Fit          *
  *---------------------------------*
  
  Distribution         :  mvnorm
  Model                :  DCC(1,1)
  No. Parameters       :  26
  [VAR GARCH DCC UncQ] : [12+9+2+3]
  No. Series           :  3
  No. Obs.             :  192
  Log-Likelihood       :  -777.3919
  Av.Log-Likelihood    :  -4.05 
  
  Optimal Parameters
  -----------------------------------
                 Estimate  Std. Error  t value Pr(&gt;|t|)
  [rtc].omega    0.000103    0.000092 1.128480 0.259117
  [rtc].alpha1   0.299707    0.172126 1.741210 0.081647
  [rtc].beta1    0.594874    0.212706 2.796699 0.005163
  [ei].omega     0.014031    0.006434 2.180585 0.029214
  [ei].alpha1    0.793922    0.223400 3.553810 0.000380
  [ei].beta1     0.205078    0.111009 1.847400 0.064689
  [i2].omega   682.273357  833.174186 0.818884 0.412852
  [i2].alpha1    0.218414    0.061933 3.526637 0.000421
  [i2].beta1     0.726249    0.082908 8.759650 0.000000
  [Joint]dcca1   0.000000    0.000000 0.000032 0.999974
  [Joint]dccb1   0.923723    0.121097 7.627947 0.000000
  </code></pre>
  
  <p>But what about the statistics of the VAR?</p>