I just got 163 hits from "www.r-project.org" -> search -> "R site
search" -> garch. The first hit mentioned package "tseries". The
second also mentioned "fSeries", "fOptions".
hope this helps.
spencer graves
Tobias Muhlhofer wrote:
> Hi, everyone!
>
> Is there a function to do single-variable GARCH in R? If yes, what
> library is it in?
>
> Thanks!
> Toby