Results of the ARCH LM test
| Index/Statistics | State Bank of India | Punjab national Bank | Bank of Baroda | Canara Bank | Central Bank of India | Indian Overseas Bank | Indian Bank | Uco Bank | Union Bank | Bank of Maharashtra | HDFC Bank | ICICI Bank | AXIS Bank | City Bank | Federal Bank | IndusInd Bank | Kotak Mahindra Bank |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARCH-LM test Statistic | 99.22383* | 12.37048* | 38.41967* | 16.17177* | 260.7865* | 461.335* | 61.03156* | 291.1761* | 49.02776* | 212.9477* | 60.84244* | 268.1255* | 37.53291* | 176.6036* | 33.34513* | 31.93289* | 205.1201* |
| Index/Statistics | State Bank of India | Punjab national Bank | Bank of Baroda | Canara Bank | Central Bank of India | Indian Overseas Bank | Indian Bank | Uco Bank | Union Bank | Bank of Maharashtra | HDFC Bank | ICICI Bank | AXIS Bank | City Bank | Federal Bank | IndusInd Bank | Kotak Mahindra Bank |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARCH-LM test Statistic | 99.22383* | 12.37048* | 38.41967* | 16.17177* | 260.7865* | 461.335* | 61.03156* | 291.1761* | 49.02776* | 212.9477* | 60.84244* | 268.1255* | 37.53291* | 176.6036* | 33.34513* | 31.93289* | 205.1201* |
Note(s): *, ** and *** represents p-value <1%, 5% and 10% respectively
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