AR(1)-ARCH(1) modeling

I don't really know if this is the right place to ask for this, but maybe someone could guide me on the process of fitting AR(1)-GARCH(1) model in R.

I would like to model daily NASDAQ returns. I have a basic excel sheet data set with two columns (first column includes date and the second column represents returns) and, as mentioned, I need to fit AR(1)-ARCH(1) model for returns. I also need to include Monday dummy in the conditional mean and Friday dummy in the conditional variance equation.

The most I can do with R is run linear regression, plot some graphs, very basic stuff in general. So I would appreciate any advice and/or suggestions about the package or any specific commands I should use.

Sample of my data just looks like this:

Date Nasdaq
12-Oct-84 0,61112433
15-Oct-84 0,607412274
16-Oct-84 -0,161616197

Thank you.