Table 5 ARCH-LM test
From: Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models
F-statistic | 0.115988 | Prob. F(1,326) | 0.7336 |
Obs*R-squared | 0.116662 | Prob. Chi-square(1) | 0.7327 |
From: Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models
F-statistic | 0.115988 | Prob. F(1,326) | 0.7336 |
Obs*R-squared | 0.116662 | Prob. Chi-square(1) | 0.7327 |