#get data
re=read.table("return.csv",sep=",",header=TRUE)
......
xts<-as.xts(re[,-1],order.by=re[,1])
......
T<- as.matrix(xts[,2])

#GARCH specification
garchspec<- ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1, 1),
                       submodel = NULL, external.regressors = T,
                       variance.targeting = FALSE),
                       mean.model = list(armaOrder = c(0, 0), include.mean = TRUE,
                       archm = TRUE, archpow = 1, arfima = FALSE,
                       external.regressors = NULL, archex = FALSE),
                       distribution.model = "ged",
                       start.pars = list(), fixed.pars = list())

#fitting
fit<-ugarchfit(spec=garchspec, data=xts[,1], out.sample = 0,solver="solnp",
               solver.control = list(trace=0), fit.control =
               list(stationarity = 1, fixed.se = 0, scale = 0, rec.init = 0.7))
show(fit)