Need a flat IRF for an exo variable while shocking its volatility


I am running a model with stochastic volatility using stoch simul at order 3 with pruning. Looking at the IRFs generated, following the volatility shock, the actual variable fluctuates too, but when looking at papers with stochastic volatility, the actual variable has a flat IRF following a shock to its volatility. How can I resolve the issue?

Without the codes it is impossible to tell.

Thank you for replying to my post.
I just sent you the mod file.