x_{t+1} = a0 + a1*x_{t} + a2*y_{t} + u1_{t+1}
y_{t+1} = a0 + b1*x_{t} + b2*y_{t} + u2_{t+1}

var(x_{t+1}) = u1_{t+1}^2 + lag1(u1_{t+1}^2) + lag2(u1_{t+1}^2) + maybe some more lags.

var(x_{t+1}) = [ x_{t+1} - E_t(x_{t+1}) ]^2 + ...