Wheat

Corn

Cotton

Soybeans

WTI

Mean

1.072

0.868

0.518

0.414

0.994

Median

1.090

0.815

0.559

0.336

0.943

Min

−4.470

−1.951

−7.056

−2.470

−3.888

Max

5.764

4.959

4.044

4.029

5.189

Stdev

1.010

0.986

1.297

0.966

1.041

Skewness

−0.143

0.238

−0.544

0.380

0.345

Kurtosis

4.341

2.896

4.493

3.240

3.650

JB test

184.230^#

23.199^#

334.394^#

62.194^#

88.028^#

(0.000)

(0.000)

(0.000)

(0.000)

(0.000)

Q(20)

4428.369^#

4432.020^#

3608.105^#

4474.883^#

15369.452^#

(0.000)

(0.000)

(0.000)

(0.000)

(0.000)

ARCH(10)

525.701^#

448.847^#

323.893^#

519.909^#

1252.773^#

(0.000)

(0.000)

(0.000)

(0.000)

(0.000)