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Universal Journal of Finance and Economics
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  3. Universal Journal of Finance and Economics
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  5. Volume 2, Number 1, 2022
  6. Article
  7. Table 5

Modeling and Forecasting Cryptocurrency Returns and Volatility: An Application of GARCH Models

Table 5.

Diagnostic Test for the GARCH FamilyModels with the Best Fit

HeteroskedasticityTest:ARCH

 

 

 

CGARCH(1,1)

 

F-statistic

0.015524

Prob.F(1,1510)

0.9009

Obs*R-squared

0.015544

Prob.Chi-Square(1)

0.9008