R help - Feb 2007 - garch and extra explanatory variable

Hi useRs,

a daily garch(1,1) model can be extended whereby the variance equation 
incorporates say higher frequency volatility measure.

The variance equation would look something like:

s(t)2 = garch(1,1) + a*v(t-1)

whereby v(t-1) would be the intraday vola of yesterday ("a" the
coef.).

How can this be implemented in R?

I checked "garch" of "tseries". An extended formula cannot
be specified.
fitGarch of "fseries" might be able to do that. Unfortunately, I am
not
quite sure how to specify in the fseries package.

Or would the estimation have do be done manually?

Comments and hints highly appreciated!

Thanks!

Bernd

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