Here is the code I wrote to answer my question. It might not be the most efficient one but it works. Sharing is caring :)
niter<-10000
N<-nrow(Y)
T<-10 # I will take into consideration until t=10 to estimate my parametres and then I will forecast the rest values t=11,12,... etc
result <- matrix(0,nrow = niter, ncol = 3) #Here I store 3 parameters: alpha, sigma_epsilon, sigma_eta. 416