Stochastic volatility model for VaR computation with r

#1
Hi guys! I'm working on my thesis and I need some help. I need to provide a model based on stochastic volatility to compute VaR for a bunch of stocks listed in financial markets. I don't know how to start cause there are many kinds of models which implies SV. If someone has any kind of code to do it with any kind of approach (Garch,ARCH,EWMA any kind!!) and want to share it, I would really appreciate! Thanks