| Mean | Standard Deviation | Skewness | Kurtosis | |||
| Statistic | Std. Error | Statistic | Std. Error | |||
| Total Period (2005-2014) | ||||||
| CNX NIFFTY | 0.0006 | 0.01626 | −0.014 | 0.052 | 8.477 | 0.104 |
| MCX COMDEX Spot | 0.0004 | 0.01255 | −0.103 | 0.052 | 34.853 | 0.104 |
| MCX Comdex Futures | 0.0004 | 0.0109 | −0.415 | 0.052 | 3.973 | 0.103 |
| Period-I Pre-Recession (June 2005-March 2008) | ||||||
| CNX Nifty | 0.0012 | 0.01088 | −0.420 | 0.094 | 1.377 | 0.187 |
| MCX COMDEX Spot | 0.0008 | 0.01057 | −0.521 | 0.092 | 3.872 | 0.184 |
| MCX Comdex Futures | 0.0007 | 0.01703 | −0.574 | 0.092 | 3.280 | 0.184 |
| Period-II Recession (April 2008-March 2011) | ||||||
| CNX Nifty | 0.0003 | 0.01986 | 0.297 | 0.090 | 9.118 | 0.180 |
| MCX COMDEX Spot | 0.0004 | 0.01439 | −0.062 | 0.090 | 3.350 | 0.180 |
| MCX Comdex Futures | 0.0004 | 0.01300 | −0.290 | 0.090 | 2.337 | 0.180 |
| Period-III Post-Recession (April 2011-June 2014) | ||||||
| CNX Nifty | 0.0003 | 0.01089 | 0.057 | 0.049 | 0.984 | 0.172 |
| MCX COMDEX Spot | 0.0002 | 0.01201 | 0.074 | 0.086 | 107.603 | 0.172 |
| MCX Comdex Futures | 0.0002 | 0.00909 | −0.561 | 0.086 | 6.813 | 0.172 |