| VIX | KFSI |
Mean | 21.26642 | −0.108148 |
Maximum | 45.87000 | 4.240000 |
Minimum | 12.90000 | −1.060000 |
Sigma | 7.038491 | 0.904286 |
Skewness | 1.443934 | 2.718157 |
Kurtosis | 5.051671 | 12.16308 |
Jarque-Bera | 42.35331 | 383.1149 |
Probability | 0.0000* | 0.0000* |
Observations | 81 | 81 |
ADF test | −4.2119** | −6.6215** |
Philips-Perron test | −3.9706** | −6.4997** |
KPSS | 0.1331*** | 0.1788# |
L-Box(1) | 48.182**** | 55.306**** |
L-Box(12) | 138.89**** | 172.39**** |
L-Box(36) | 172.79**** | 193.02**** |