Garch dummy variable

Hello guys, how are you ?!
I am currently learning time series and found a problem that I can not solve already read the RUGARCH package documentation and others still could not solve.

I am trying to run a GARCH model with a dummy variable however I don't know where that dummy fits in my syntax.

In essence I want to check how dummy affects the interest rate.

Here's an example of how the data is structured.


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