Table 3 ARCH test
From: Examining volatility spillover between Asian countries’ stock markets
Variables | Constant | AR(1) | ARCH test |
|---|---|---|---|
Pakistan | 0.075523 (0.00) | 0.111300 (0.00) | 384.3693 (0.00) |
China | 0.016119 (0.51) | 0.002308 (0.88) | 87.42359 (0.00) |
India | 0.044887 (0.07) | 0.077620 (0.00) | 148.1162 (0.00) |
Japan | 0.005308 (0.82) | −0.007162 (0.65) | 255.4044 (0.00) |
Hong Kong | 0.021946 (0.37) | −0.002907 (0.85) | 461.4526 (0.00) |
Sri Lanka | 0.046225 (0.00) | 0.223677 (0.00) | 354.0241 (0.00) |