[Gretl-users] Tests for GARCH models

Dear all, In general, after estimating a GARCH, the diagnosis should be on "standardized" residuals rather than on "regular" residuals from the mean equation. However, the current test (named ARCH) with a GARCH model via GUI is on "regular" residuals from the mean equation. Do you think the test should be on the "standardized" residuals? In addition, the tests on "normality of residual" and "autocorrelation" is now disabled with a GARCH model. Are they possibly enabled (and on the "standardized" residuals)? Thanks Yi-Nung