I just got 163 hits from "www.r-project.org" -> search -> "R site search" -> garch. The first hit mentioned package "tseries". The second also mentioned "fSeries", "fOptions".

hope this helps. spencer graves

Tobias Muhlhofer wrote:

Hi, everyone!

Is there a function to do single-variable GARCH in R? If yes, what library is it in?

Thanks!
    Toby

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