| LM statistic | p value | ARCH order (q) |
Japan | 26.90 | 0.00 | 2.00 |
Sweden | 0.97 | 0.33 | 1.00 |
UK | 22.25 | 0.00 | 2.00 |
Canada | 1.82 | 0.18 | 1.00 |