[Gretl-users] Wald test for BEKK-GARCH coefficients

Hi, I am trying to measure the volatility spillover effect from S&P500 to FTSE100 using bivariate BEKK-GARCH model. My code inp and outputs are forwarded to the email.  The volatility spillover effect is measured as the sum of the off-diagonal coefficients of the variance equation matrices A and B, which is E[1,2] = |A[1,2]| + |B[1,2]|.  Next, I need do the Wald test to test the off-diagonal coefficients? (whether they are significant or not; meaning there is volatility spillover from sp500 to ftse or not). I do not know how to write the codes for the Wald test to following my codes (I am not good at coding that much, i usually use drop-down menu but i see it is not available in my case). Does anyone know how to write Wald test codes to following below codes? I am not familiar with coding stuff and bundle context that's why I am asking here.  My codes are: set verbose offlist returns = spx_return ftse_returnscalar VAR_lags = 1list VAR_exog = constbundle Modelbekk = BEKK_setup(returns, VAR_lags, VAR_exog)BEKK_estimate(&Modelbekk, 10)BEKK_printout(&Modelbekk)