If you have GARCH toolbox, this is the simplest way :

[NL,NC]=size(data);
for n=1:NC
Return(:,n) = log(data(2:NL,n)./data(1:NL-1,n))*100;
end

[coeff,errors,LLF,innovations,sigmas] = garchfit(Return);

% Then, for 5 periods forecast horizon

[sigmaForecast,meanForecast] = garchpred(coeff,return,5);

For other UGARCH structure, you can use garchset and garchget fonctions.

For MGARCH you can use ucsd_garch toolbox :