This function computes a vector GARCH(1,1) conditional variances.

1 | ```
vector.garch(dvar, a, A, B)
``` |

`dvar` |
a matrix of the data, used as epsilon |

`a` |
initial values for constants in the vector GARCH equation |

`A` |
initial values for an ARCH parameter matrix in the vector GARCH equation |

`B` |
initial values for a GARCH parameter matrix in the vector GARCH equation |

a matrix of conditional variances *(T \times N)*

Nakatani, T. and T. Ter\"asvirta (2009),
“Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model”,
*Econometrics Journal*, **12**, 147-163.

Nakatani, T. and T. Ter\"asvirta (2008),
“Appendix to *Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model*”
Department of Economic Statistics, Stockholm School of Economics,
available at http://swopec.hhs.se/hastef/abs/hastef0649.htm.

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