I found another problem in the GAMESS Input Generator.
Implicit, for Hessian calculation, option is $FORCE METHOD=ANALYTIC and it cannot be changed.
But, accordingly to GAMESS documentation, if DFT is used, $FORCE METHOD=SEMINUM. In Input
Generator I cannot find an option to change this parameter.
If I changed it manually in input file, the output can not be read by Avogadro - the program crash and freeze.
And also, can be usefull an option to compute an hessian for the final optimized structure.