How to get VAR output for multivariate DCC garch using rmgarch package in R

Question

I'm using the rmgarch package to estimate a multivariate GARCH model with external regressors.

In the specification I include the option to fit a VAR model for the conditional mean since I'm interested in this result as well.

I can't seem to find the command that gives me the VAR coefficients after estimation though. The output now only provides the GARCH coefficients. Is this at all possible to extract?

Code below if this would be helpful in any way. Thanks!

spec1 <- ugarchspec(variance.model = list(model = "eGARCH", garchOrder = c(1, 1),
                    external.regressors = VAREXO),
                    mean.model = list(armaOrder = c(1, 1), include.mean = TRUE,
                    external.regressors = VAREXO),
                    distribution.model = "norm")

spec2 <- ugarchspec(variance.model = list(model = "eGARCH", garchOrder = c(1, 1),
                    external.regressors = VAREXO),
                    mean.model = list(armaOrder = c(1, 1), include.mean = TRUE,
                    external.regressors = VAREXO),
                    distribution.model = "norm")

spec3 <- ugarchspec(variance.model = list(model = "eGARCH", garchOrder = c(1, 1),
                    external.regressors = VAREXO),
                    mean.model = list(armaOrder = c(1, 1), include.mean = TRUE,
                    external.regressors = VAREXO),
                    distribution.model = "norm")

speclist <- list(spec1, spec2, spec3)
mspec <- multispec(speclist)

spec4 <- dccspec(mspec, VAR = TRUE, lag = 1, lag.criterion = c("AIC", "HQ", "SC", "FPE"), 
                 external.regressors = VAREXO,
                 dccOrder = c(1,1), model = "DCC", distribution = "mvnorm")

fit <- dccfit(spec4, VARENDO, fit.control = list(eval.se = TRUE, stationarity = TRUE)

Answer 1

You should try fit@model[["varcoef"]]