[R-sig-finance] some doubts in garch models

[Ricardo Zambrano Aguilera]

	Thank a lot mr Diethelm Wuertz and mr Patrick Burns my best regards..., but then i have another doubt... and it is a big 
	if my data... the exchange rate (dollar (USA) - peso(Chile)), between 1-1-2001 - 12/12/2005, (i´m working with the log-returns), my first intention is to aplly an ARMA -GARCH , but  their Kurtosis is 1.182 < 3,  ¿ can i use an garch modelling??? , because sometimes ,like the 40% , when i did simulate garch procces ( i made like 1200 obs) , the kurtosis is nongreater to 3?? 
	atte a ustedes Ricardo Zambrano Aguilera