Risk-Neutral Garch process

[RonBacardi]

Hi,
I am trying to estimate the 5 unknown parameters h0, b0 ,b1 ,b2 and c* in equations (3) and (4) in Trevor & Ritchken's paper for garch option pricing "Pricing options under generalized GARCH and stochastic volatility processes". Journal of Finance 54, 377–402. Some advices would be mostly appreciated.

Best regards

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