What Is an Appropriate Approach to Testing for 'ARCH Effects

Multiple Choice

What is an appropriate approach to testing for 'ARCH effects'?

A) Run a regression, collect the residuals, regress the squared residuals on their lags and conduct a hypothesis test to check whether the coefficients of the lagged squared residuals are equal to zero
B) Run a regression, collect the fitted values, regress the fitted values on their squared lags and conduct a hypothesis test to check whether the coefficients of the lagged squared fitted values are equal to zero
C) Employ White's test
D) All of the above