nifty=read.csv(file.

choose(), sep=",", h=T)# read a time series data file 'TRI N

IFTY 2004-2015 volatility.csv'.#
#-------------GARCH(1,1) model with normal---------------------#
library(rugarch)
s1=ugarchspec(variance.model=list(model="sGARCH", garchOrder=c(1,1), submodel="G
ARCH"), mean.model=list(armaOrder=c(1,0), include.mean=T), distribution.model="n
orm")
m1=ugarchfit(s1, nifty$Returns)
sigma(ugarchforecast(m, n.ahead=1))[1]