bayesGARCH is an R package based on the content of the book:

Ardia David (2008). 
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications. 
Springer-Verlag, LNEMS 612. 
doi: 10.1007/978-3-540-78657-3,
url: http://www.springer.com/economics/econometrics/book/978-3-540-78656-6
ISBN: 978-3-540-78656-6 

The package is still under development and is distributed
without warranty.

Please cite bayesGARCH in publications.