Threshold model with Arch residuals

Hello folks,

I'm trying to fit an Threshold regression modelo to evaluate if the values of my Y variable variates across a value of a Threshold variable (X). However, I'm working with daily data and It looks like the residuals present Heteroskedasticity. I already fit the Threshold regression with Heteroskedasticity consistent robust standard errors but I'm wondering if it's possible yo add ARCH effects to the Threshold regression in R.

I don't know if it's possible or what do you guys recommend in this case?

I appreciate your attention
Thank you

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