Price Risk Measurement of China’s Soybean Futures Market Based on the VAR-GJR-GARCH Model

Table 3

ARCH-LM test results of residual series.

Lags ()	Chi^2	df	Prob > chi^2
1	24.996	1	≤0.0000
2	25.293	2	≤0.0000
3	26.459	3	≤0.0000
4	26.457	4	≤0.0000
5	28.198	5	≤0.0000