| Traditional | Look-back | |||||
| F1 | F2 | F3 | F1 | F2 | F3 | |
| Minimum | −0.1190 | −0.1344 | −0.1214 | 0.0115 | 0.0212 | 0.0270 |
| Maximum | 0.2180 | 0.2696 | 0.3056 | 0.0318 | 0.0352 | 0.0390 |
| Mean | 0.0182 | 0.0318 | 0.0441 | 0.0174 | 0.0281 | 0.0316 |
| Std.dev | 0.0436 | 0.0616 | 0.0759 | 0.0029 | 0.0030 | 0.0023 |
| Skewness | 0.8549 | 0.8549 | 0.8549 | 0.8028 | 0.0859 | 0.1989 |
| Kurtosis | 4.6322 | 3.3816 | 2.6236 | 5.7892 | 2.5476 | 2.3364 |
| Jarque-Bera | 563.92 | 169.15 | 56.16 | 1045.20 | 23.89 | 60.81 |
| Asian option | Asian option with mean-reverting | |||||
| F1 | F2 | F3 | F1 | F2 | F3 | |
| Minimum | 0.0031 | 0.0058 | 0.0073 | −0.0046 | 0.0071 | 0.0118 |
| Maximum | 0.0084 | 0.0094 | 0.0103 | 0.0203 | 0.0322 | 0.0473 |
| Mean | 0.0047 | 0.0076 | 0.0085 | 0.0132 | 0.0197 | 0.0254 |
| Std.dev | 0.0008 | 0.0008 | 0.0006 | 0.0030 | 0.0041 | 0.0055 |
| Skewness | 0.6710 | 0.0485 | 0.1746 | −1.6477 | −0.0281 | 0.3702 |
| Kurtosis | 5.2393 | 2.5476 | 2.3116 | 9.8904 | 3.0386 | 3.1870 |
| Jarque-Bera | 687.59 | 21.86 | 60.55 | 5891.50 | 0.45 | 58.84 |