Garch Testing stock return sensitvity to changing rates

[olu]

hello,
Im using E-VIEWS to test how sensitivite financial firms in the UK are to changes in interest rate, and would like to clear a few things

1) i have all my data (daily stock prices), but do i transform this to log before getting my descriptive statistics or thats not necessary for it.

2) i have already transformed my prices into log but not sure how to write the equation for calculating stock returns

3) how do i write the formula for the gjr garch in E-VIEWS, whats the constant and the variable and the determinant.

would really appreciate any and all help what so ever...Thank you all in advance.

Olu.