[R-SIG-Finance] Plot GARCH data using Quantmod

[Rich Ghazarian]

I'm trying to plot a garch fit using quantmod by doing something like this
 mm <- specifyModel(garchFit(formula = ~ garch(1, 1), data = ngrt1))

and obviously it's not working

My question is what is: What is the quickest way to fit and plot a
GARCH series that preserves its date and time structure.  If I just do
something like
test<-(fitted(garch(ngrt1, order = c(1,1),fitted.values=TRUE)))
then I lose the date index.

Thank you