Mean

Std. Dev.

Max

Min

Skew

Kurt

JB

LB

ARCH LM

Obsv

CHI

0.00015

0.01780

0.14044

−0.12836

0.09

8.68

5744.50*** [0.00]

32.92*** [0.00]

266.88*** [0.00]

4266

HKG

0.00011

0.01322

0.10449

−0.12567

−0.16

9.62

7804.37*** [0.00]

10.18* [0.60]

473.09*** [0.00]

4266

IND

0.00030

0.01692

0.19486

−0.12041

−0.06

10.91

11122.34*** [0.00]

79.18*** [0.00]

142.11*** [0.00]

4266

INDON

0.00031

0.01942

0.15042

−0.19947

−0.45

10.58

10349.35*** [0.00]

56.64*** [0.00]

81.46*** [0.00]

4266

JAP

−0.00001

0.01399

0.11467

−0.09513

−0.12

7.06

2945.30*** [0.00]

47.32*** [0.000]

187.04*** [0.00]

4266

KOR

0.00032

0.01982

0.24987

−0.20672

−0.15

15.38

27254.07*** [0.00]

25.10*** [0.01]

39.33*** [0.00]

4266

MLY

0.00021

0.01009

0.05784

−0.11279

−0.35

10.35

9680.37*** [0.00]

96.88*** [0.00]

50.95*** [0.00]

4266

PAK

0.00027

0.01594

0.09491

−0.12858

−0.27

7.64

3885.31*** [0.00]

92.59*** [0.00]

391.45*** [0.00]

4266

PHLP

0.00019

0.01533

0.21972

−0.14494

0.62

20.47

54499.71*** [0.00]

81.91*** [0.00]

57.68*** [0.00]

4266

SNG

0.00009

0.01310

0.08563

−0.09809

−0.19

8.05

4556.39*** [0.00]

38.76*** [0.00]

168.59*** [0.00]

4266

THAI

0.00030

0.01671

0.10521

−0.18085

−0.50

10.90

11279.99*** [0.00]

41.52*** [0.00]

359.96*** [0.00]

4266

TWN

0.00003

0.01551

0.08232

−0.10941

−0.06

6.13

1747.11*** [0.00]

38.35*** [0.00]

85.55*** [0.00]

4266

US

0.00010

0.01227

0.11042

−0.09514

−0.17

11.59

13145.52*** [0.00]

61.16*** [0.00]

208.45*** [0.00]

4266