Converting forecasted log returns of GARCH modelling into original stock prices using R

Question

I used a data set of the stock prices of a certain internet provider company in my country and I wanted to forecast the stock prices of that company using garch modelling of its historical data. I used log returns of the stock prices as it is stationary and conducted GARCH modelling and forecasting using this data.

I looked up online to know how to convert forecasted log returns into stock prices and the references are not that helpful to my problem. Here is a snippet of my code:

sgarch <- ugarchspec(
  variance.model=list(model="sGARCH",
                      garchOrder=c(1,1)),
  mean.model=list(armaOrder=c(2,2)),
  distribution.model="std")

rff=ugarchfit(spec=sgarch, data=logreturn_n)
rf=ugarchforecast(rff, n.ahead=10, n.roll=0)
rf