Method

Coverage test

Independent test

Test statistic

p-value

Test statistic

p-value

EWMA.N

0.009857

0.920913

0

1

EWMA.T

0.009857

0.920913

0

1

HS

0.630673

0.427109

5.268063

0.021720

MA.N

0.009857

0.920913

0

1

MA.T

0.009857

0.920913

0

1