| Statistic | Estimated Values | Estimate of Test Statistic | ||||||
Mean | Variance |
|
| JB value | Q* |
| |||
−0.60 |
| 0.0418 | 1.9037 | 0.27 | 1.20 | 10.28 | 8.44 | - | |
| 1.8923 | 11.3331 | 3.09 | 11.85 | 1072.25 | 71.39 | - | ||
| 0.9233 | 186.5203 | 3.78 | 26.73 | 4628.20 | 22.66 | 257.74 | ||
−0.59 |
| 0.0410 | 1.8610 | 0.24 | 1.11 | 8.78 | 8.16 | . | |
| 1.8490 | 10.5110 | 2.99 | 11.09 | 952.49 | 70.34 | - | ||
| 0.8100 | 164.3700 | 3.61 | 25.83 | 4315.90 | 20.32 | 243.12 | ||
−0.58 |
| 0.0390 | 1.8200 | 0.21 | 1.02 | 7.30 | 7.89 | . | |
| 1.8090 | 9.7720 | 2.89 | 10.39 | 848.16 | 69.04 | - | ||
| 0.7100 | 145.5500 | 3.44 | 24.98 | 4028.01 | 18.02 | 230.17 | ||
−0.57 |
| 0.0380 | 1.7800 | 0.18 | 0.94 | 6.08 | 7.63 | . | |
| 1.7700 | 9.1080 | 2.80 | 9.75 | 758.53 | 67.49 | - | ||
| 0.6220 | 129.4920 | 3.29 | 24.13 | 3753.32 | 15.84 | 218.89 | ||
−0.56 |
| 0.0370 | 1.7430 | 0.15 | 0.87 | 5.12 | 7.39 | . | |
| 1.7320 | 8.5110 | 2.72 | 9.16 | 680.73 | 65.73 | - | ||
| 0.5390 | 115.7480 | 3.14 | 23.25 | 3479.84 | 13.84 | 208.38 | ||
−0.55 |
| 0.0360 | 1.7080 | 0.13 | 0.80 | 4.29 | 7.15 | . | |
| 1.6970 | 7.9730 | 2.64 | 8.61 | 612.26 | 63.76 | - | ||
| 0.4630 | 103.9380 | 2.99 | 22.32 | 3203.09 | 12.04 | 198.86 | ||
−0.54 |
| 0.0346 | 1.6739 | 0.10 | 0.74 | 3.58 | 6.93 | - | |
| 1.6634 | 7.4872 | 2.57 | 8.09 | 550.71 | 61.63 | - | ||
| 0.3948 | 93.7500 | 2.84 | 21.33 | 2921.69 | 10.48 | 190.56 | ||
−0.53 |
| 0.0334 | 1.6416 | 0.08 | 0.69 | 3.00 | 6.73 | - | |
| 1.6313 | 7.0486 | 2.50 | 7.59 | 495.95 | 59.36 | - | ||
| 0.3325 | 84.9253 | 2.69 | 20.27 | 2637.97 | 9.18 | 183.01 | ||
−0.52 |
| 0.0322 | 1.6108 | 0.06 | 0.64 | 2.52 | 6.54 | - | |
| 1.6006 | 6.6518 | 2.44 | 7.12 | 446.71 | 56.99 | - | ||
| 0.2759 | 77.2508 | 2.54 | 19.16 | 2356.47 | 8.12 | 176.21 | ||
−0.51 |
| 0.0310 | 1.5814 | 0.04 | 0.59 | 2.12 | 6.36 | - | |
| 1.5714 | 6.2921 | 2.38 | 6.66 | 402.32 | 54.54 | - | ||
| 0.2246 | 70.5498 | 2.39 | 18.01 | 2082.80 | 7.31 | 170.07 | ||