The name is absent



Table 2: Analysis of the residuals

ARCH(2)

ARCH (4)

LB(4)

LB(8)

mode 1

4e2t

16.7**

16.4**

8.7

12.1

4e3t

17.4**

17.8**

3.7

5.8

mode 2

4e2t

10.1**

16**

9.3

10.5

4e3t

15.4**

25.8**

5.9

9

Note: *Denotes significance at the 5% level. **Denotes significance at the 1% level.

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