Bank

Model

Standardized Residuals

Standardized Squared Residuals

Lag

Weighted LB

p-value

Lag

Weighted LB

p-value

Lag

Weighted ARCH ?LM

p-value

SKYE

ARIMA(1,1,0)-GARCH(1,1)-norm

1

0.0132

0.9085

1

0.0004

0.9833

3

0.0005

0.9829

2

0.015

1.0000

5

0.0014

1.000

5

0.0011

1.0000

5

0.0237

1.0000

9

0.0023

1.000

7

0.0016

1.0000

STERLING

ARIMA(2,1,0)-EGARCH(1,1)-norm

1

0.0944

0.7587

1

0.0003

0.9851

3

0.9837

5

0.1192

1.0000

5

0.0012

1.0000

5

0.0010

1.0000

9

0.1588

1.0000

9

0.0021

1.0000

7

0.0015

1.0000

UNITY

ARIMA(0,1,1)- GARCH (1,1)-norm

1

0.0031

0.9557

1

0.0008

0.9776

3

0.0008

0.9776

2

0.0031

1.0000

5

0.0024

1.0000

5

0.0019

1.0000

5

0.0035

1.0000

9

0.0039

1.0000

7

0.0028

1.0000

ZENITH

ARIMA(2,1,1)-EGARCH(1,1)-std

1

0.0014

0.9697

1

0.0014

0.9704

3

0.0014

0.9704

8

0.0066

1.0000

5

0.0041

1.0000

5

0.0033

0.9999

14

0.0111

1.0000

9

0.0069

1.0000

7

0.0049

1.0000