MY99, uk.
There are two sets of lights on the dash, left side of wheel, and right side of wheel.
left side go out instantly I think, right side stay on until turn over.
could read the book, but, prefer ask the audience.
when should they go out, the really scary one is check engine.

 

All lights should go out, the ABS takes a few seconds to perform the diagnostics. Only light that should be left on is hand brake when applied. Check engine will come on only if a fault is detected in one of the numerous sensors scattered around the engine.