First read the  eviews manual online

http://www.eviews.com/help/helpintro.html#page/content/arch-Estimating_ARCH_Models_in_EViews.html

Then I recommend these books

• Time Series Data Analysis Using EViews by Gusti Ngurah Agung 
• ARCH Models for Financial Applications by Evdokia Xekalaki and Stavros Degiannakis

Dear Jorge

Thank you very much for your information....

I use Eviews 7. To estimate an ARCH model go to ESTIMATE EQUATION and then choose the ARCH model option.

Thanks Ette...

If you run a regression model in the following form:

R( t ) = a+ b(Spread)(t-1) + e(t)

In the EViews: In the command box, you write:

LS  R   C Spread(-1)       

Then, enter OK

After you see the result/Estimate/ (In the Method) ARCH/ARCH:1, GARCH:1.Threthhold order: 0./OK

You will find the result.

Dear All..Thank you very much for your kind infromation....

Steps to fit ARCH/ GARCH model:

1. Making Data set in stationary

2. Check Clustering Volatility

3. Chech ARCH effect

4. Run ARCH model

5. Evaluate external and internal Volatility

6. Check joint effect