Problems with graphing dinamic correlation after"mgarch dcc"

Problems with graphing

Hi everybody, I have some problems after having done the command "mgarch dcc.." and "predict H*, variance".
I need to estimate and then graph the correlation so I generate a new variable with the one I have from the garch model. (Es. I want correlation between stocks returns of Italy and Germany so: Cov(Italy,Germany)/[sqrt(Italy,Italy)*sqrt(Germany,Germany)]

and the i plot this new variable and that's what I've got: (see attached doc)

The graphs has a strange path in the first part of the distribution, can anybody suggest me an explanation, please?:confused:

Last edited: