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I have the code, but I am struggling to determine which specific BEKK model it is for...

Any advice would be appreciated,

    %   The dynamics of a BEKK are given by 
%   
%   H(:,:,t) = C*C' +
%       A(:,:,1)'*OP(:,:,t-1)*A(:,:,1) + ... + A(:,:,p)'*OP(:,:,t-1)*A(:,:,p) +
%       G(:,:,1)'*OPA(:,:,t-1)*G(:,:,1) + ... + G(:,:,o)'*OPA(:,:,t-1)*G(:,:,o) +
%       B(:,:,1)'*G(:,:,t-1)*B(:,:,1) + ... + B(:,:,q)'*OP(:,:,t-1)*B(:,:,q)
%
%   where in the scalar model A(:,:,i) = a(i)*eye(K) (similarly for G and B).

I am struggling with what the A B and G stand for in the model.

The author of the code provides and example,

%  EXAMPLES:
%    % Scalar with A.^2=.05, G.^2=.1 and B.^2=.88
%    CCp = [1 .5;.5 4];
%    parameters = [chol2vec(chol(CCp)');sqrt([.05,.10,.88])']
%    [data,Ht] = bekk_simulate(1000,2,parameters,1,1,1,'Scalar')
%    % Diagonal 
%    parameters = [chol2vec(chol(CCp)');sqrt([.05 .07 .93 .88])']

What specific BEKK model is this example? Can I use this code to write out a BEKK(1,1) i.e. (see picture),

BEKK(1,1)

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