arch.univariate.base.ARCHModelFixedResult.arch_lm_test¶ ARCHModelFixedResult.arch_lm_test(lags: int | None = None, standardized: bool = False) → WaldTestStatistic[source]¶ ARCH LM test for conditional heteroskedasticity Parameters:¶ lags: int | None = None¶Number of lags to include in the model. If not specified, standardized: bool = False¶Flag indicating to test the model residuals divided by their conditional standard deviations. If False, directly tests the estimated residuals. Returns:¶ result – Result of ARCH-LM test Return type:¶ WaldTestStatistic