ARCH heteroscedasticity test results
| F-statistic | Prob | Obs*R-squared | Prob. chi-square | |
|---|---|---|---|---|
| USA | 680.2281 | 0.0000 | 409.5191 | 0.0000 |
| Germany | 150.4669 | 0.0000 | 131.4460 | 0.0000 |
| Australia | 191.0955 | 0.0000 | 161.4787 | 0.0000 |
| Austria | 16.5483 | 0.0001 | 16.3149 | 0.0001 |
| Belgium | 71.6951 | 0.0000 | 67.1963 | 0.0000 |
| UAE | 554.1782 | 0.0000 | 359.2926 | 0.0000 |
| Brazil | 572.8714 | 0.0000 | 365.6074 | 0.0000 |
| China | 2307.0380 | 0.0000 | 695.1105 | 0.0000 |
| France | 468.7451 | 0.0000 | 323.6380 | 0.0000 |
| South Korea | 503.9492 | 0.0000 | 335.5301 | 0.0000 |
| Netherland | 339.1115 | 0.0000 | 256.1585 | 0.0000 |
| UK | 270.4385 | 0.0000 | 214.5282 | 0.0000 |
| Ireland | 5.9158 | 0.0152 | 5.8935 | 0.0152 |
| Spain | 55.7043 | 0.0000 | 52.9715 | 0.0000 |
| Sweden | 600.9607 | 0.0000 | 378.8999 | 0.0000 |
| Switzerland | 1013.4320 | 0.0000 | 508.6047 | 0.0000 |
| Italy | 40.1644 | 0.0000 | 38.7307 | 0.0000 |
| Japan | 519.4259 | 0.0000 | 341.4864 | 0.0000 |
| Canada | 25.0305 | 0.0000 | 24.4778 | 0.0000 |
| Qatar | 231.2129 | 0.0000 | 188.5152 | 0.0000 |
| Malaysia | 13.0138 | 0.0003 | 12.8714 | 0.0003 |
| Poland | 12.9944 | 0.0003 | 12.8553 | 0.0003 |
| Portugal | 40.2869 | 0.0000 | 38.8578 | 0.0000 |
| Tunisia | 7.2145 | 0.0074 | 7.1769 | 0.0074 |
| Turkey | 1376.0590 | 0.0000 | 587.9223 | 0.0000 |
| Prob | Obs* | Prob. chi-square | ||
|---|---|---|---|---|
| USA | 680.2281 | 0.0000 | 409.5191 | 0.0000 |
| Germany | 150.4669 | 0.0000 | 131.4460 | 0.0000 |
| Australia | 191.0955 | 0.0000 | 161.4787 | 0.0000 |
| Austria | 16.5483 | 0.0001 | 16.3149 | 0.0001 |
| Belgium | 71.6951 | 0.0000 | 67.1963 | 0.0000 |
| UAE | 554.1782 | 0.0000 | 359.2926 | 0.0000 |
| Brazil | 572.8714 | 0.0000 | 365.6074 | 0.0000 |
| China | 2307.0380 | 0.0000 | 695.1105 | 0.0000 |
| France | 468.7451 | 0.0000 | 323.6380 | 0.0000 |
| South Korea | 503.9492 | 0.0000 | 335.5301 | 0.0000 |
| Netherland | 339.1115 | 0.0000 | 256.1585 | 0.0000 |
| UK | 270.4385 | 0.0000 | 214.5282 | 0.0000 |
| Ireland | 5.9158 | 0.0152 | 5.8935 | 0.0152 |
| Spain | 55.7043 | 0.0000 | 52.9715 | 0.0000 |
| Sweden | 600.9607 | 0.0000 | 378.8999 | 0.0000 |
| Switzerland | 1013.4320 | 0.0000 | 508.6047 | 0.0000 |
| Italy | 40.1644 | 0.0000 | 38.7307 | 0.0000 |
| Japan | 519.4259 | 0.0000 | 341.4864 | 0.0000 |
| Canada | 25.0305 | 0.0000 | 24.4778 | 0.0000 |
| Qatar | 231.2129 | 0.0000 | 188.5152 | 0.0000 |
| Malaysia | 13.0138 | 0.0003 | 12.8714 | 0.0003 |
| Poland | 12.9944 | 0.0003 | 12.8553 | 0.0003 |
| Portugal | 40.2869 | 0.0000 | 38.8578 | 0.0000 |
| Tunisia | 7.2145 | 0.0074 | 7.1769 | 0.0074 |
| Turkey | 1376.0590 | 0.0000 | 587.9223 | 0.0000 |
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