Forecasting ARJI-Garch model

[sana]

Dear All,
I would like to do the out of sample one step ahead forecast of the ARJI-Garch model of of Chan and Maheu(2002), "Conditional Jump Dynamics in Stock Market Returns".
Have anyone programmed it (or have rats code)?
Or can anyone help me or give me some advice. Not sure where i should start.
Thanks a lot