I suppose that, with enough dedication, you could turn out a fighter from Game Maker. It’ll take a long time, though; you’ll probably have to work from the bottom up to learn Game Maker alone. And even when experienced, you’ll probably have a long, frustrating path to actually getting a fighting game to work... but I don’t see why you wouldn’t be able to do it. Yes, it’s possible.

I will give you a link for Game Maker, in case you don’t know what it is. There are a lot of tutorials to help you get used to the program at the same site. You should probably check them out, if you’re interested in Game Maker.

YoYo Games

It is free, but there is also a professional available for a small sum. :)

All this being said, if you’re not able to make a fighting game in MUGEN or FM95, and Game Maker potentially has a higher difficultly than either of these, then... but who am I to judge?