[R-SIG-Finance] Testing volatility cluster (heteroscedasticity) in stock return?

[Eko andryanto Prakasa]

Dear All,

i want to use garch model in return of stock. and the data should presence volatility cluster (Heteroscedasticity).
Do you know how to test volatility cluster (the presence of heteroscedasticity) in series data of stock return in R?
Is it using Langrange Multiplier (LM)  ARCH test? what package i should use?

Thanks for the attention.


Eko A P