title: DCC Multivariate GARCH estimation
body: <p>I'm using 3 stocks <code>(GSPC, STOXX50E and NIKKEI)</code> in order to try to estimate a DCC Garch model.</p>
  
  <p>Usual steps: get the returns of the series, start with a univariate GARCH model and replicate it (...)</p>
  
  <p>Everything seems to work well until I get to the stage that my <code>dccfit()</code> retrieves me an output "incomplete". I need, in the end, to get estimates enough to build 6 equations (one equation for the variance of GSPC, for the variance of <code>STOXX50E</code>, for the variance of NIKKEI, for covariance between <code>GSPC and STOXX50E</code>, for covariance between <code>STOXX50E and NIKKEI</code> and covariance between <code>GSPC and NIKKEI</code>). Please see my outputs below:</p>
  
  <p><strong>After using print(dccfit), the output is <code>ar1, ma1, omega, alpha1, beta1</code> for each time series. And in the end joint dcca1 and also joint dccb1.</strong></p>
  
  <p><a href="https://i.stack.imgur.com/vId7V.png" rel="nofollow noreferrer">enter image description here</a></p>
  
  <p>Where are the other estimates for me to put in the equation? It seems that I can only estimate a univariate model...</p>
  
  <ol>
  <li><p>What these estimates (alpha,omega,...) stand for? Variance? Mean?... If so, isn't it only a univariate estimation?</p></li>
  <li><p>And the jointdcca1 and jointdccb1? Are they relevant for any equation?</p></li>
  </ol>
  
  <p>Thanks a lot in advance for your attention.</p>