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Install the rugarch-package

On Mon, 17 Oct 2011, user84 wrote:

            
No: see http://cran.r-project.org/web/packages/rugarch/index.html
(the CRAN listings are always a good place to look to answer such 
questions for yourself).

It is possible that it is not available for your unstated version of R 
on your unstated OS, but unless you follow the posting guide we cannot 
help you with that.