# Fitting ARIMA + GARCH in R

I'm forecasting Electricity consumption Data. I have data for one year , so for every 15 minutes there is an observation. My data contains seasonality and I don't know how to fit SARIMA + GARCH into R, I think there doesn't seem to be an option to use SAIRMA models in the "rugarch" package, so please if you can show me how to do this. I saw one comment before, that it should include "external.regressors" OR Fourier Terms within the argument "mean.model":

ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1, 1)), mean.model = list(armaOrder = c(4, 3)),external.regressors = NULL distribution.model = "norm")

What should I write inside ? and what's the Period "s" of the seasonality in my case here ? I would be grateful if someone could give me a practical example of how to connect the SARIMA with GARCH in R .Thank you in advance.

After the first Difference my ACF and PACF look like this