Hi, i need the solution codes of bellow question in R. Thanks in advance :)

4. Consider the daily stock returns of S&P (SP) and American Express (AXP) from January 1, 2017 to September 2, 2020.

************The data can be obtained through "quantmod" package in R using symbol ^GSPC.************

a) Build GARCH models for SP log returns and AXP log returns

b) Write down the models.

c) Check the models. Choose better one. Draw your conclusion.

d) Obtain the conditional variance graphs.