Yt(RTSI);"Yt
                —1 (RTSI)";Xt(HSI);"R
                2";"The Portmanteau test";"ARCH test LM Lag";"DH test";"F test";
"(BC) June 19 — November 19";0.0281;0.25818***;0.09;30.01;✓;0.246;✓;10.63***;;0.1357;
"(C) December 19 — June 20";–0.1851*;1.08062***;0.302;31.32;✓;2.373;✓;21.96***;;3.2089*;✓
"(PC) June20 — December 20";0.0006;0.70149***;0.266;32.01;✓;0.338;✓;4.76;✓;0.0001;