Jurica jbrajkovic at eihp.hr
Thu Mar 12 19:12:41 CET 2009

You should try installing fGarch package. Then you can simulate various garch
models using garchsim command. Hope it help. 

> Hi All,
> I,m trying to do a GARCH simulation in R 2.3.0 release
> in Windows XP. I've seen garchsim function but that is
> for garch (1,1) and ?garch gives an example for ARCH
> simulation. Can anyone help me how can i extend the
> help shown in ?garch to GARCH simulation? Please help
> me in this regard.
> Thanks,
> Sumanta Basak.
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