TSeries GARCH Estimates accuracy

Hi,

I am trying to fit a GARCH(1,1) model to a financial timeseries using the 'garch' function in the tseries package. However the parameter estimates obtained sometimes match with those obtained using SAS or S-Plus (Finmetrics) and sometimes show a completely different result. I understand that this could be due to the way optimization of MLEs are done, however, I would appreciate any help to obtain consistent results using R. 

Also is there any garch simulation function available other than garchSim from fseries package?

Thanks in advance,
Sanjay