(0.006) (3.333)* (0.057)* (0.072)* (0.056)* (0.053)* (0.063) (0.048)* (0.077)*
(0.0000)* (0.157)* (0.134)* (0.002)*
Residual diagnostics
Q2(4); Q2(8)
1.47; 3.38
ARCH LM Test 4; 8
1.30 (0.86); 4.66 (0.79)