ARCH, GARCH Forecasting in R

I tried to fit auto.arima() with a ts data. But it is not giving the right forecast. For many it is coming as arima(0,1,0) model which is not good at all. Can I fit a GARCH model to the original series in this case? How do you get fitted and forecasted values of original data using garch(1,1,) or some other model? I tried to use code for GARCH but it is not giving the fitted and forecast of original values.

• (0,1,0) may be a disappointing model, but it may also be right. Do the diagnostics on the residuals (e.g. ACF and PACF) look decent? Nov 17 '12 at 23:55