For univariate GARCH models, you can employ "fGarch" and "rugarch" Package. Please, download the attached packages in PDF format.

I'm sure that you'll find the attached PDF of great importance. It is an introduction to rugarch package. 

The "MTS" package is concerned with analyzing multivariate time series. The MTS package includes codes required for implementing BEKK GARCH, CCC GARCH, DCC GARCH, ..etc.

https://cran.r-project.org/web/packages/MTS/MTS.pdf

Using the below link, you can download the book of Ruppert and Matteson (2015) which uses R in analyzing financial data. It explains and provides codes required for implementing univariate and multivariate GARCH models.

http://lib.psylab.info/files/Ruppert2015.pdf

I am grateful to you dear Amira. I will go through all of your attached files and let you know incase I face any problem.

In addition, the package entitled "rmgarch" is designed to handle multivariate GARCH models..

 https://cran.r-project.org/web/packages/rmgarch/rmgarch.pdf

Please navigate to the following link that  provides background and properties of rmgarch models

https://cran.r-project.org/web/packages/rmgarch/vignettes/The_rmgarch_models.pdf

The book written by Bernhard Pfaff and entitled  "Financial Risk Modelling and Portfolio Optimization with R" would be very useful. 

http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0470978708.html

The R package entitled " FRAPO" is to accompany the above mentioned book.

https://cran.r-project.org/web/packages/FRAPO/FRAPO.pdf

It's worth mentioning that the book entitled "Multivariate Time Series Analysis with R and Financial Application", by Tsay (2014), is to accompany the MTS package which is written also by Tsay.

 http://eu.wiley.com/WileyCDA/WileyTitle/productCd-1118617908.html

 The following link provides you excellent material for GARCH models and their R codes. The material is provided by Dr John Muteba Mwamba at University of Johannesburg . His research gate home page is provided in the second link.

http://www.analyticsresearch.net/Pages/MComFinancialEconomics.aspx

https://www.researchgate.net/profile/John_Muteba_Mwamba

Enjoy it !

http://faculty.washington.edu/ezivot/econ589/univariateGarch2012powerpoint.pdf

You can download the following book through the first link.

Shumway, R.H., & Stoffer, D.S., 2011, Time Series Analysis and Its Applications with R Examples, Springer Texts in Statistics.

http://www.stat.pitt.edu/stoffer/tsa3/tsa3.pdf

http://www.stat.pitt.edu/stoffer/tsa3/

The R package to accompany the above mentioned book is named "astsa"

https://cran.r-project.org/web/packages/astsa/astsa.pdf

 A course in Time Series Analysis

https://www.stat.tamu.edu/~suhasini/teaching673/time_series.pdf

http://unstarched.net/r-examples/rugarch/a-short-introduction-to-the-rugarch-package/