How do I estimate a GARCH model after estimating a VAR model?

[Cam Fenlon]

I've seen examples where people have estimated GARCH models after ARMA or ARIMA models, but how would you estimate volatility of a VAR model?
For example, suppose I have the following data for three stock market indices:

ssc install getsymbols
getsymbols ^FTSE ^GSPC ^N225, ya fy(2015) freq(w)

And suppose after cleaning the data I'm left with ln_FTSE, ln_GSPC, ln_N225 representing the weekly closing prices.
Then after estimating a var model, for example:

var d.ln_FTSE d.ln_GSPC d.ln_N225, lags(1)

How would I go about estimating a volatility model like GARCH?