Conditional Variance-Covariance Structure:

$H_t=C^{\prime }C+A^{\prime }{\epsilon }_{t-1}{{\epsilon }^{\prime }}_{t-1}A+B^{\prime }{H}_{t-1}B+D^{\prime }{\xi }_{t-1}{{\xi }^{\prime }}_{t-1}D$

with f = g = 1

$C=\left[\begin{array}{cc}\begin{array}{c}0.0002\\ \left(0.4524\right)\end{array}& \\ \begin{array}{c}0.0157\\ \left(0.6353\right)\end{array}& \begin{array}{c}0.0000\\ \left(1.0000\right)\end{array}\end{array}\right]$ $A=\left[\begin{array}{cc}\begin{array}{c}1.2936\\ \left(0.0000\right)\end{array}& \begin{array}{c}2.2054\\ \left(0.0612\right)\end{array}\\ \begin{array}{c}0.0583\\ \left(0.0000\right)\end{array}& \begin{array}{c}0.3745\\ \left(0.0000\right)\end{array}\end{array}\right]$ $B=\left[\begin{array}{cc}\begin{array}{c}0.2056\\ \left(0.0004\right)\end{array}& \begin{array}{c}1.2802\\ \left(0.0938\right)\end{array}\\ \begin{array}{c}0.0122\\ \left(0.0000\right)\end{array}& \begin{array}{c}0.9165\\ \left(0.0000\right)\end{array}\end{array}\right]$