R help - Jul 2010 - Copula-GARCH estimation

Hello,

I am trying to use copula-GARCH to model a multivariate time series. So far, I
have:

-Estimated the GARCH(1,1) model
-Obtained and standardized the residuals
-Applied the pdf (Student's t in this case) to obtain (pseudo) uniform
variables
-Estimated the copula
-Obtained a random sample from the copula
-Applied the quantile function to the random sample 

At this point, I need to "un-GARCH" this sample so that I can obtain a
simulated profile for the next time-period of the model. How can I do this in R?

Thank you,

Jonathan Samorajski