The status of multiple structural change tests proposed by Bai and Perron (1998) has changed from experimental to production.

The GARCH=(TYPE=NOCONSTRAINT) option is supported. You can estimate GARCH models without constraints on parameters by using this option. In particular, you can mimic the long-memory behavior of volatility in component GARCH models proposed by Ding and Granger (1996) and Engle and Lee (1999) by specifying this option on GARCH(2,2) model.