Calculate volatility of daily returns by use of GARCH

[xander meertens]

Hi,

We try to calculate the forecasted implied volatility of daily returns by use of the GARCH (1,1) model. So far we don't get any value that is in line with usual volatilities. Can somebody help us. We uploaded the data.

Thank you!

[xander meertens]

the data contains daily returns for a stock for an estimation period of a month.