RDP 8601: Classical Models and Unobserved Aggregates Equation

_{t} σ_{t}^{2} =_{t - 1} σ_{t}^{2} -_{t - 1} σ_{t}^{2} Γ_{1}^{'} {(Γ_{1 t - 1} σ_{t}^{2} Γ_{1}^{'} + Δ_{1} Ω_{0} Δ_{1}^{'} + Δ_{2} Ω Δ_{2}^{'})}^{- 1} Γ_{1 t - 1} σ_{t}^{2}