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GARCH-M?

Spencer Graves 
Hi, All:

     What facilities are available in R for GARCH-M estimation, defined 
in Tsay (2005, p. 123) as follows: 


      r[t] = mu + c*s[t]^2 + a[t],

      a[t] = s[t]*e[t],

      s[t]^2 = alpha0 + alpha1 * a[t-1]^2 +  beta1 * s[t-1]^2,


where r[t] = (log) returns of a financial instrument with volatility 
premium "c". 


      Thanks,
      Spencer
Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley)