ARCH test

[mar]

Big Hello to everyone,

I would like to ask something .. I regress monthly excess returns of a mutual fund on monthly excess returns of the market portfolio. I conduct the following tests: White test (for heteroskedasticity), Breusch-Godfrey test (for autocorrelation), ARCH test, Ramsey RESET test and Jarque-Bera (whether the residuals are normally distributed). When there is heteroskedasticity, I correct it with White method and if there is autocorrelation I correct it with Newey-West. My question is what should I do if there is ARCH result (if and how could I correct it). I would like to mention that I use Eviews 4 version that in Equation Specification the only choices in "Method" are LS, TSLS, and BINARY. There is no choice for ARCH as I have seen in many books. I am interested in having the correct standard errors in order to investigate whether the estimators are statistically significant.
In short, I am wondering if I should correct the standard errors due to ARCH result and how can I do this.

Thanks in advance