GARCH Modelling in R

Hello I need to onduct certain tests to identify appropriate GARCH models (mean equation and the volatility equation) based on the return of Gold option. Test the adequacy of these GARCH models. Use this GARCH model to forecast 5 steps ahead of the return and volatility. Then build the multivariate VAR model by using the data of Gold option and “another factor”(use 2-4 variables, at least one variable should come from “another factor”) . Once this is done I need to Test the Co-integration between the Gold option and “another factor”. There has to be a report with explanation of the above.