These residuals do not look heteroskedastic to me

But I ran a version of the white test

Specifying the SPEC option in the MODEL statement in PROC REG performs the test described in Theorem 2, page 823, of

White (1980). This is a test of the joint null hypothesis that the errors are homoscedastic, that they are independent of the regressors, and that the model is correctly specified.

And the results were highly significant which suggests one of these factors were wrong (it could be that the model is specified wrong of course). I got a warning

The average covariance matrix for the SPEC test has been deemed singular which violates an assumption of the test. Use

caution when interpreting the results of the test.

So I am not sure if the model is or is not heteroskedastic. The qq plot is not entirely normal either, its heavy tailed, but I am not sure how much that will influence the results.