Hello,

I tried to access the LR-test test statistics and p-value for (G)ARCH terms after estimating a GARCH like this:

<hansl>
open b-g.gdt

dY = diff(Y)

garch 1 1 ; dY const --stdresid
<hansl>

but I could not find any accessors. I was just thinking whether it makes sense to activate the 'modtest' option for this kind of models as well?

Best,
Artur