How do I get the coefficients of my mean equation when using sGARCH?

I hope someone can help me with the following basic question regarding GARCH in R:

Trying to find out whether there is a day-of-the-week effect in some indices I have done the following OLS in R:

𝑅𝑅𝑡𝑡 = Φ1 +Φ2*𝐷2 +Φ3*𝐷3 +Φ4*D4 +Φ5*D5 +ΦR𝑡𝑡−1 +𝜀𝜀𝑡𝑡 (Where Φ are the coefficients and D are Dummys that turn 1 or 0)

Code:

omxlm <- lm(Return ~ Weekday + ReturnLag + DAX, data = omx)

Because of heteroskedasticity I extent my study using GARCH modeling.

Using "rugarch":

ug_spec = ugarchspec(mean.model=list(armaOrder=c(1,0)))
ugfit = ugarchfit(spec = ug_spec, data = omx)

I only receive mean and parameters regarding the volatility equation

        Estimate
mu      0.000535    
ar1    -0.044467    
omega   0.000001    
alpha1  0.080284    
beta1   0.913962    

Where do I find the Estimations for my mean equation (e.g. Φ1, Φ2, Φ3, Φ4, Φ5) after using the GARCH?

How can I Incorporate the above OLS-Regression to GARCH-model in order to receive fitted coefficients?