I'm using R 2.1.1 and just successfully installed packages tseries, fseries.
   
  I try to run example
  http://www.maths.lth.se/help/R/.R/library/tseries/html/garch.html
  But it shows
  > x.arch <- garch(x, order = c(0,2))  # Fit ARCH(2) 
Error: couldn't find function "garch"
   
  Then I run command
  > help.search("garch")
  it shows the R information.
   
  Which package(s) do I really need to run garch models?
   
  Thanks,
  Shelton

                
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