Use the rugarch package - it's great, high quality.

On Mon, Aug 13, 2012 at 10:17 AM, Sajeeka Nanayakkara <nsajeeka@yahoo.com>wrote:

> Is there any R function to fit ARCH and GARCH models for univariate time
> series and to select the best model?
>
>
> Sajeeka Nanayakkara
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