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Table 5 Correlogram test (upto 24 lags)

From: The volatility of returns from commodity futures: evidence from India

Commodity
futures →
Potato Mentha oil Crude oil Gold
Contract types → Near Next
Near
Far Near Next
Near
Far Near Next
Near
Far Near Next
Near
Far
Residuals are serially correlated No No Yes Yes Yes No No No No No No No