Statistics | RN Mean | RN Volatility | RN Skewness | RN Kurtosis |
Mean | 0.0120 | 0.2230 | −1.1088 | 7.1955 |
Median | 0.0096 | 0.1960 | −0.9729 | 5.3421 |
Maximum | 0.0450 | 0.7092 | 0.9636 | 36.5570 |
Minimum | 0.0002 | 0.0970 | −9.7842 | 0.7967 |
Std. Dev. | 0.0235 | 0.0860 | 0.8689 | 5.5612 |
Skewness | 0.0685 | 1.4455 | −1.9797 | 2.2333 |
Kurtosis | 0.1265 | 5.4810 | 13.8672 | 8.9455 |