Deal all R users, I am getting a warning message "negative inverted hessian matrix element in: mvBEKK.est(weekly.return.all, order = c(2, 1))" while I am using mvBEKK.estlibrary to estimate time varying Covariance matrix using Bivariate Garch. Can anyone please tell me in details why I am getting this message and what is the remedy for that? Sincerely yours, Arun [[alternative HTML version deleted]]