[R-SIG-Finance] Problem with garch (tseries)

[Ricardo Zambrano Aguilera]

Greetings
i have this time series, (currency japanese log returns)
the data´s iid and it don´t have any serial correlation
but it does not fit to a regular garch ...
what could it be?
best regards

RZA
 <<JPY.txt>> 
pd:weekens removed

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