ARCH/GARCH

[ds00064]

Hi I have a few questions regarding estimation using ARCH/GARCH models. First of all what does it mean if the AIC and BIC for an ARMA model ( with ARCH effects) are better than that for a GARCH model? Secondly how can I use ARCH/GARCH to test for a link between risk and returns if I'm given a series for returns on stock prices? Any help would be much appreciated.