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GARCH(1,1) model with exogenous variable using STATA and EVIEWS

I want to estimate a GARCH model with an exogenous variable. Data is as below: ...
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Replicate Quantile Regression of Stata in eViews

I have a quantile regression in Stata which I'd like to replicate in eViews. While the coefficients are the same, the standard errors are different (irrespective of the method I use to compute the ...