Hi. The answer is in the Stata documentation : "When Qt is stationary, the R matrix in (1) is a weighted average of the unconditional covariance matrix of the standardized residuals et, denoted by R, and the unconditional mean of Qt, denoted by Q. Because R is not eaqual to Q, as shown by Aielli (2009), R is neither the unconditional correlation matrix nor the unconditional mean of Qt. For this reason, the parameters in R are known as quasicorrelations; see Aielli (2009) and Engle (2009) for discussions". Type in your favorite search engine "DCC-GARCH STATA quasi correlation matrix" and you will find it on page 5. I used Google.

Thank you Guy Mélard