R help - Feb 2009 - Initial values of the parameters of a garch-Model

Dear all,

I'm using R 2.8.1 under Windows Vista on a dual core 2,4 GhZ with 4 GB 
of RAM.
I'm trying to reproduce a result out of "Analysis of Financial Time 
Series" by Ruey Tsay.

In R I'm using the fGarch library.

After fitting a ar(3)-garch(1,1)-model 
    > model<-garchFit(~arma(3,0)+garch(1,1), analyse)

I'm saving the results via
    > result<-model at fit$se.coef

I'm wondering how the first variance
    > result at h.t[1]

is computed, i.e. how the initial parameters for \varepsilon_{t-1} and 
\sigma_{t-1}^2 have been chosen so that the first variance is 
    [1] 0.003381579

and why they have been chosen this way.

Even after snooping the function-code I cannot find it.

Any help would be appreciated.

Thanks,
Thomas

Here is the data used:

dput(analyse)
structure(list(V1 = c(0.0225, -0.044, -0.0591, 0.0227, 0.0077,
0.0432, 0.0455, 0.0171, 0.0229, -0.0313, 0.0223, 0.0166, -0.0208,
0.0477, 0.0065, 0.0172, 0.0522, -0.0094, 0.065, 0.0445, 0.0432,
-0.0531, 0.0678, 0.019, -0.0051, -0.0176, 0.1083, 0.0324, 0.0127,
-0.0405, 0.0125, 0.0741, 0.024, 0.0145, 0.1199, 0.0029, 0.0571,
-0.0058, -0.0023, 0.0161, -0.0428, 0.1124, 0.0456, 0.098, -0.0489,
-0.1993, -0.1337, 0.0253, 0.0625, 0.0215, 0.0799, -0.0095, -0.0165,
-0.1646, 0.0367, 0.0075, -0.1301, -0.0888, -0.0218, -0.0742,
0.0489, 0.1144, -0.0692, -0.0959, -0.1372, 0.139, -0.0742, 0.0095,
-0.2994, 0.0844, -0.0978, -0.1453, -0.0283, 0.0507, -0.1182,
-0.2025, -0.2333, -0.0089, 0.377, 0.3754, -0.0369, -0.1386, -0.0589,
0.0519, 0.0073, -0.1844, 0.0336, 0.4222, 0.1587, 0.1317, -0.088,
0.1146, -0.1136, -0.0885, 0.1027, 0.0223, 0.1059, -0.0367, -9e-04,
-0.027, -0.0813, 0.0208, -0.1152, 0.0541, -0.0055, -0.0319, 0.0829,
-0.0042, -0.0421, -0.0396, -0.0309, 0.0956, 0.0323, 0.0678, 0.0831,
0.0217, 0.0239, 0.0751, 0.0393, 0.0371, 0.0655, 0.0168, 0.0254,
-0.0771, 0.0458, 0.0306, 0.0681, 0.0088, 0.0013, 0.075, 0.0041,
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0.1026, -0.0554, -0.1421, -0.1017, -0.1011, -0.0504, 0.0133,
0.0608, -0.2504, 0.1412, -0.0443, 0.247, 0.0727, -0.0274, 0.0149,
0.076, -0.0334, 0.0377, -0.0689, 0.0325, -0.1354, -0.0055, 0.0623,
-0.0638, 0.1087, -0.0714, 0.1646, -0.0146, -0.0491, 0.0238, -0.0352,
0.0066, 0.0099, -0.0049, -0.2395, 0.0766, 0.0311, 0.0262, 0.0095,
0.0394, -0.0424, -0.0028, -0.0482, -0.0149, 0.004, -0.0653, 0.0043,
0.0535, 0.0548, -0.0087, -0.0097, -0.0686, -0.0421, -0.0451,
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0.0526, 0.0362, -0.0279, -0.0137, 0.0212, -0.0285, 0.0207, -0.0399,
-0.047, 0.0771, 0.0265, 0.0782, 0.003, -0.0532, 0.0076, -0.0301,
0.0678, -0.1082, 0.0305, 0.0013, -0.0394, 0.0301, -0.0212, -0.0373,
-0.0021, 0.0621, 0.012, 0.0237, 0.0295, 0.0012, 0.0436, 0.0173,
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0.0041, -0.001, 0.0461, 0.0612, 0.0065, -0.0183, 0.0481, -0.0406,
-0.026, 0.0687, 0.0393, -9e-04, -0.0138, -0.0026, 0.0389, 0.0156,
-0.0365, 0.0477, -0.0431, 0.0232, 0.0461, 0.0176, -0.0146, -0.0196,
-8e-04, 0.0465, 0.0355, -0.0072, -0.0182, -0.0236, -0.0265, -0.0032,
-0.0163, 0.0253, -0.0578, 0.0013, 0.051, 0.009, 0.002, 0.0512,
0.0027, 0.0302, 0.049, 0.0329, 7e-04, 0.0572, -0.034, 0.0831,
-0.0195, 0.0808, 0.0508, 0.0181, 0.0035, -0.0049, 0.0377, -0.0013,
0.0823, 0.0607, -0.0078, 0.0113, -0.0305, 0.0749, -7e-04, -0.0365,
0.0347, 0.0693, -0.0021, -0.0657, 0.0392, 0.0515, -0.0381, -0.0455,
0.0051, -0.011, 0.0353, -0.0418, -0.0326, 0.0196, 0.037, 0.0369,
-0.0013, 0.0114, -0.0561, -0.0619, -0.0321, 0.0161, -0.0415,
0.0428, -0.0206, 0.0309, 0.0318, 0.015, 0.0261, 0.0431, 0.0119,
0.0484, 0.0254, 0.0224, 0.052, 0.0038, -2e-04, 5e-04, 0.0388,
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0.0269, 0.0099, 0.0152, 0.0061, 0.0115, 0.0164, 0.0182, -0.0162,
0.0287, 0.0081, -0.0052, 0.0039, 0.0332, -0.0015, -0.0145, 0.0342,
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-0.0778, -0.007, 0.0475, 0.0031, -0.0015, 0.0782, 0.002, 0.0394,
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"data.frame",
row.names = c(NA,
-792L))