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Future Business Journal

Table 3 ARCH-LM test

From: Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models

F-statistic

9.021.390

Prob. F(1,326)

0.0029***

Obs*R-squared

8.832.319

Prob. Chi-square(1)

0.0030***

  1. *, ** and *** indicate statistical significance at the 10%, 5% and 1%
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