# How to extract the conditional variance from a fitted GARCH model?

In R's garchFit (fGarch) I can simply call "@h.t" or "@sigma.t" to get the conditional variance or standard deviation for a fitted GARCH model.

Is there a convenient way achieve this with Mathematica's TimeSeriesModelFit[] (or EstimatedProcess[]).

data = RandomFunction[GARCHProcess[1, {.1}, {.2}], {0, 100}]
tsm = TimeSeriesModelFit[data, {"GARCH", {1, 1}}]
tsm["ParameterTable"]
tsm["Properties"]


Conditional variance does not seem to be a part of tsm["Properties"].