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