Panel GARCH Model Possible?

[Zoe Risbridger-Smith]

Dear all,

For my dissertation I am trying to estimate a panel EGARCH-M model in STATA however, I have had no luck in finding out how to estimate panel GARCH models in STATA. Can anyone provide any advice?
Dear all,

Any help is most welcomed!

Thank you

[Edson Vengesai]

@ Zoe, did you find a way out? Kindly share.