Waring message in mvBEKK.est

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Waring message in mvBEKK.est

Arun.stat
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

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