| Copper | Aluminum | Oil |
Mean (%) | 0.024 | −0.005 | 0.038 |
Std. Dev. | 0.017 | 0.009 | 0.007 |
Skewness | −0.247 | −0.615 | −0.851 |
Excess Kurtosis | 6.221 | 11.620 | 25.091 |
J-B | 3240.3*** | 11,360*** | 52,624*** |
ARCH(10) | 41.712*** | 57.499*** | 38.377*** |
ADF | −22.450*** | −22.169*** | −18.006*** |