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^***