It includes package documentation for corresponding functions. Package is a wraper arround R garch estimation packages:
- Alexios Ghalanos's rugarch package, Ghalanos (2011)
- Bernard Pfaff's GOGARCH package, Pfaff (2009)
- Wurtz, Diethelm, Chalabi, Yohan, & Luksan, Ladislav's fGarch package, Wurtz, Chalabi, & Luksan (2006)
- Nakatani, Tomoaki's ccgarch package, Nakatani (2010)
You can install it the usual way i.e. placing it into FileNameJoin[{$UserBaseDirectory, "Applications"}]