# Finding the distribution and moments of returns with GARCH models (in R if possible)

I understand the GARCH type models and I know how to fit a model to a time series. But, there is a paper which calculates the moments of the distribution of returns (Variance, Skewness, and Kurtosis) by GARCH models that I don't understand how. Can anyone tell me how is it possible to find the distribution of returns or the moments of distribution?
I am working with R. It would be great if you can introduce a package or something for it since I cannot find anything on the net. The PDF file for rugarch and other packages are mostly explaining how to fit the model and predict with it.

• Tsay "Analysis of Financial Time Series" might have some clues. – Richard Hardy Sep 1 '18 at 19:38