Estimate conficients of Garch-M model

[Jame Hoang]

I have a modified model to forecast stock return based on interet and exchage rate:

But i don't know how to apply Maximum likelihood to estimate alpha_0,alpha_1, beta_1, C1

Because we just have distribution of epsilon is Gauss distribution. But I don't know any info about C1.

Please help me to solve this problem
Thks,

Jame

 

[rabit]

Can use software package eviews or pc-give

 

[Jame Hoang]

No, I want to know algorithm about this. Because I have more coefficientC1 in model.

This coefficient doesn't have in normal Garch-M