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Residuals Diagnosis -Examine the mean of the residuals

In the residuals diagnosis table, we perform a statistical test for the significance of the standardized residuals mean against…
Residuals Diagnosis - Testing for standard deviation(i.e. sigma)

In the residuals diagnosis table, we perform a statistical test for the significance of the standardized residuals standard dev…
Residuals Diagnosis -Examine the skewness of the residuals

In the residuals diagnosis table, we perform a statistical test for the significance of the standardized residuals distribution…
Residuals Diagnosis -Examine the sexcess kurtosis of the residuals

In the residuals diagnosis table, we perform a statistical test for the significance of the standardized residuals excess-kurto…
Residuals Diagnosis -Examine the normality distribution of the residuals

In the residuals diagnosis table, we perform a statistical test for the normal distribution assumption of the of the standardized…
Residuals diagnosis section in GARCH Model table

In the generated GARCH model table, the rightmost section contains tests and check for the standardized residuals to verify the un…
Residuals Diagnosis -Examine the ARCH effect in the residuals

In the residuals diagnosis table, we perform a statistical test for the ARCH Effect (i.e. presence of inter dependency(aka serial…
Residuals Diagnosis -Examine the serial correlations in the residuals

In the residuals diagnosis table, we perform a statistical test for the presence of inter dependency(aka serial correlation) in th…
Histogram plot for RCH(1,1) standardized residuals

A histogram plot for the standardized residuals of the calibrated GARCH(1,1) model with an overlay Gaussian distribution curve.
QQ-Plot for GARCH(1,1) standardized residuals

A QQ Plot for the standardized residuals of the calibrated GARCH(1,1) model.