Is there a package to fit ARMAX GARCH? I can't find one that includes exogenous variable X

I read package introduction of fGarch and rugarch but only find ARMA GARCH. AnalyzeTS seems to fit ARMA first, and then GARCH, then ARMAX GARCH. I don't know why the coefficients are not estimated at the same time.

Is there a package that I can include exogenous variables?

Thanks in advance!