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Is there any function in R which can estimate a GARCH model with only selective lags and exogenous variables?

AparnaRoy 
Hi,

In the GARCH(p,q) model, I want to estimate model with only selective lags,
say p1, p6, and q6, q12 

etc. I can?t find any function which allows me to do the same. 

Also, is there any GARCH function which allows for volatility of a different
time series to be used as 

an exogenous variable at again, selective lags to explain the volatility of
the existing time series, I?m 

working on? Any help on these topics would be greatly appreciated.



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