股指名称 | 沪深300 | 新综指 | 中型综指 | 新指数 |
| 0.068541 | 0.071690 | 0.149838 | 0.137689 |
| 0.010452 | 0.0082293 | 0.033091 | 0.020500 |
| 0.071061 | 0.0692799 | 0.069296 | 0.056595 |
| 0.925765 | 0.9284341 | 0.919116 | 0.935158 |
| 1.147358 | 1.0987287 | 1.135483 | 1.242695 |
L-M Arch 检验 | 12.94044 (p = 0.37338) | 14.29904 (p = 0.28202) | 7.366353 (p = 0.83248) | 7.339247 (p = 0.83440) |