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

1.323

0.2500

1

2.227

0.1356

3

1.113

0.2914

2

2.710

0.0617

5

3.072

0.3941

5

1.375

0.6257

5

4.284

0.1838

9

3.533

0.6687

7

1.472

0.8269

STERLING

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

1

0.0014

0.9707

1

0.0013

0.9716

3

0.0013

0.9716

11

0.0087

1.0000

5

0.0038

1.0000

5

0.0030

0.9999

19

0.0145

1.0000

9

0.0063

1.0000

7

0.0045

1.0000

UNITY

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

1

0.0081

0.9283

1

0.3091

0.5782

2

0.0990

0.7530

2

0.0158

1.0000

2

0.3587

0.7639

4

2.5450

0.3332

5

4.3656

0.1730

5

2.3489

0.5386

6

2.8354

0.5386

ZENITH

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

1

0.0010

0.9752

1

0.0009

0.9756

3

0.0009

0.9756

8

0.0058

1.0000

5

0.0028

1.0000

5

0.0022

0.9999

14

0.0100

1.0000

9

0.0047

1.0000

7

0.0033

1.0000