Signif level

Normal

Cornish-Fisher

Johnson SU

MV

MG

MV

MG

MV

MG

1%

NA

NA

NA

NA

−1.1782

−1.1782

5%

−1.7288

−1.6720**

−1.6011

−1.5263**

−1.5539

−1.4568**

10%

−1.2485

−1.2106**

−0.9248

−0.8425**

−1.0804

−1.0079**