Estimated GARCH model has explosive variance - what to do?

[wounded alm]

hi
I did a GARCH test for a stock market using daily returns, but I faced a problem.
The sum of the coefficients in the conditional variance equation exceeds one, so the model is explosive.
How should this be analyzed?
is my model have a problem?
what should I do?

[Nick Cox]

"wounded alm"

You've posted several questions, some of which give little and ask a lot.

I'd recommend detailed study of http://www.statalist.org/forums/help and particularly these sections:

What should I do before I post?
Why are real names preferred?
Where may I look for other advice on posting technical questions?
What should I say about the commands and data I use?
Why did my question not get answered?