Here is a list with GARCH packages for R (see the section "Time series":

http://cran.r-project.org/web/views/Finance.html

You can apply Integrated GARCH model which consider the long memory process in the conditional variance using Eviews. There are also codes for fractionally Integrated GARCH models including ARFIMA-GARCH and FIGARCH in Matlab GARCH Toolbax. You can also use a new model recently introduced by Kilic (2011), called, the Smooth transition FIGARCH (ST-FIGARCH) using Matlab, which can jointly capture the long memory process and the nonlinearity in the conditional volatility process.

Thank you

You might consider OxMetrics, it already include in the available GARCH models, the long-memory FIGARCH

THANKS.

STATA 14, it's easy