I am working with the rmgarch package in R and I estimated a VAR-aDCC model. Is there any way to extract the extended version of estimates (allowing for volatility spillovers)? More specific, I want the full ARCH and GARCH parameter matrices from the dccfit function of the garch package. I saw that in the ccgarch package there is this option, but the dcc package does not support the aDCC model. Is this option available in the rmgarch package?