Problem with multivariate GARCH model

[ecofin]

That's the output from a model done with MV=VECH. Don't do that. Use one of the more standard MV options.

Have you gotten the model to converge without the "M" terms?

I tried to estimate the model without the terms "M", the model does not converge. by cons if I use mv = Bekk the model converges perfectly.

why this problem persists?
thank you

[TomDoan]

As I posted above:

This does a 1 lag VAR with both variances in the mean model. This does the default DVECH multivariate GARCH model. You'll have
to decide what the appropriate MV-GARCH model is for the data.

It sounds like a DVECH isn't appropriate. Please read the section in the User's Guide on Multivariate GARCH models.