Hi, I am trying to estimate a multivariate P-GARCH model for two factors x&y. I have selected p-garch to study the leverage effects. Is there any toolkit in R that can help me do this? Thanks, Andy -- View this message in context: http://r.789695.n4.nabble.com/Multivariate-P-GARCH-Model-tp4634654.html Sent from the R help mailing list archive at Nabble.com.