Range Model	CT¹^×1	CT²^×2	CT³^×3	S & P		STOXX		TED	VIX	V2TX	GOLD	OIL
Range Model	CT¹^×1	CT²^×2	CT³^×3	C_t-C_t₋₁	H-L	C_t-C_t₋₁	H-L	TED	VIX	V2TX	GOLD	OIL
Mean	6.04	9.52	11.43	0.01	−0.01	0.00	−0.03	0.46	20.73	25.20	0.00	0.00
Median	5.89	9.35	10.78	0.02	0.19	0.01	0.21	0.31	18.97	23.18	0.00	0.00
Maximum	8.65	13.46	17.15	4.53	4.74	5.62	4.14	4.51	80.86	87.51	0.08	0.29
Minimum	3.15	5.38	6.79	−4.11	−4.73	−3.91	−5.17	0.09	9.89	11.60	−0.09	−0.16
Std. Dev.	1.02	1.69	2.07	0.56	0.75	0.68	0.92	0.44	8.63	9.56	0.01	0.03
Skewness	0.37	0.32	0.50	−0.21	−0.27	−0.05	−0.16	3.36	2.05	1.62	0.01	0.41
Kurtosis	1.86	1.90	1.98	10.32	6.07	7.78	3.86	19.55	9.97	6.55	8.43	10.46
No. of Obs.	4227	4227	4227	4227	4098	4227	4098	4227	4227	4227	4227	4227