R help - Jun 2004 - S+ code for stochastic volatility models

I am trying to run a simple GARCH model with an extra exogenous variable
in the conditional variance equation; and would like to seek some advice
on how to do this in the standard S+ package. 

 

And also, would anyone happen to have the S+ code for running Hull and
White's (1987) stochastic volatility simulation model?

 

Thanks v much


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