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ARCH‐LM test for conditional heteroscedasticity
| Panel A: Residuals autoregressive conditional heteroscedasticity LM test | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| United Kingdom | United States | Italy | Germany | China | Brazil | Russia | India | Spain | |
| Statistic | 278.9342 | 798.0081 | 132.7790 | 252.9038 | 209.8375 | 580.3271 | 299.4189 | 500.9419 | 164.2774 |
| p value | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Note: This table reports residuals autoregressive conditional heteroscedasticity LM test (ARCH test).
