[R-SIG-Finance] Can any of the GARCH model R packages handle seasonality ?

[Wei Wu]

I hope this is the correct list to submit this question. I am relatively new to this list and to GARCH modeling.
 
1. Is there any GARCH model R package that can handle seasonality in the data series?
2. For example, for intraday financial data, it is clearly the volatility is relatively high at the open and close. To me it seems like a seasonality/periodic effect.
3. When doing GARCH modeling for intraday data, how do people handle the gap inter-day?
4. Any suggestion of which GARCH r package has features built in to handle intraday data?
 
Thanks