| Parameter | Value |
| A: Descriptive statistics | |
| Maximum | 113 |
| Minimum | 26.19 |
| Mean | 71.5394 (3.87Eā05) |
| Stand.dev. | 21.51654 (0.0098) |
| Skewness | 0.1319 |
| Kurtosis | 4.0524 |
| B: Normality test | |
| Jarque-Bera | 2506.982*** |
| C: Unit root test | |
| ADF | ā74.32*** |
| PP | ā73.54*** |
| D: ARCH effects | |
| LM(10) | 35.27 |