EViews.com

Dear fellows,
I am a self-learner in e-views, I am analysis the CAPM model.
here is the model,
rpt = αp + βp ∙ rmt + εpt,
My question is how I can get the Residual Variance, σ2 (εpt) from E-views.
I have done the linear analysis, and is it the value of Sum Squared Resid that appears in the E-views output
equal to the Residual Variance?
If it is not, how should I run on E-views to get the Residual Variance.
Thank You. I really appreciate your help.

Regards,
Frank

The standard error of the regression (marked "S.E. of regression") is an estimate of the square root of the residual variance.

Thanks Startz,
I'm very appreciate your answer.

Now, I'm facing another test problem, which is Wald Test on the hypotheses.
rp = γ0 + γ1 ∙ βp + γ2 ∙ βp2 + γ3 ∙ RVp + εp
where,
γ0 = 0, test the intercept of Security Market Line in CAPM,
γ1 > 0 that is, there is a positive price of risk in the capital markets,
γ2 =0 or there are no nonlinearities in the security market line,
γ3 =0 or residual risk does not affect return.
What should i specify in the specification box, is it like below?
c(1)=0, c(2)=1, c(3)=0, c(4)=0
And how to interpreting the output?
Is it p-value less than 0.05, reject the null hypothesis, which is the value I restricted in the specification box? (95% level of study)
How to interpret the F-statistics and degree of freedom as well.

I really need someone to guide me in E-views analysis...
Thank you