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***