Some examples from here of the rugarch R package, used in a Sage Worksheet on SageMathCloud.
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* GARCH Model Spec *
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Conditional Variance Dynamics
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GARCH Model : sGARCH(1,1)
Variance Targeting : FALSE
Conditional Mean Dynamics
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Mean Model : ARFIMA(1,0,1)
Include Mean : TRUE
GARCH-in-Mean : FALSE
Conditional Distribution
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Distribution : norm
Includes Skew : FALSE
Includes Shape : FALSE
Includes Lambda : FALSE
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