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Modeling and Forecasting Cryptocurrency Returns and Volatility: An Application of GARCH Models
Universal Journal of Finance and Economics
| Vol 2, Issue 1
Table 5. Diagnostic Test for the GARCH FamilyModels with the Best Fit
| HeteroskedasticityTest:ARCH |
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| CGARCH(1,1) |
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| F-statistic | 0.015524 | Prob.F(1,1510) | 0.9009 |
| Obs*R-squared | 0.015544 | Prob.Chi-Square(1) | 0.9008 |