Q (6)

Prob.

ARCH (6)

F-statistic

Prob.

Obs * R2

Prob.

R_1

8.5946

0.198

0.7633

0.5988

4.5875

0.5977

R_2

3.5990

0.731

1.6363

0.1334

9.7985

0.1334

R_3

4.1820

0.652

0.8499

0.5314

5.1060

0.5303

R_SH

9.2476

0.150

1.3566

0.2289

8.1332

0.2285