Mean | Std. Dev. | Max | Min | Skew | Kurt | JB | LB | ARCH LM | Obsv | |
CHI | 0.00015 | 0.01780 | 0.14044 | −0.12836 | 0.09 | 8.68 | 5744.50*** [0.00] | 32.92*** [0.00] | 266.88*** [0.00] | 4266 |
HKG | 0.00011 | 0.01322 | 0.10449 | −0.12567 | −0.16 | 9.62 | 7804.37*** [0.00] | 10.18* [0.60] | 473.09*** [0.00] | 4266 |
IND | 0.00030 | 0.01692 | 0.19486 | −0.12041 | −0.06 | 10.91 | 11122.34*** [0.00] | 79.18*** [0.00] | 142.11*** [0.00] | 4266 |
INDON | 0.00031 | 0.01942 | 0.15042 | −0.19947 | −0.45 | 10.58 | 10349.35*** [0.00] | 56.64*** [0.00] | 81.46*** [0.00] | 4266 |
JAP | −0.00001 | 0.01399 | 0.11467 | −0.09513 | −0.12 | 7.06 | 2945.30*** [0.00] | 47.32*** [0.000] | 187.04*** [0.00] | 4266 |
KOR | 0.00032 | 0.01982 | 0.24987 | −0.20672 | −0.15 | 15.38 | 27254.07*** [0.00] | 25.10*** [0.01] | 39.33*** [0.00] | 4266 |
MLY | 0.00021 | 0.01009 | 0.05784 | −0.11279 | −0.35 | 10.35 | 9680.37*** [0.00] | 96.88*** [0.00] | 50.95*** [0.00] | 4266 |
PAK | 0.00027 | 0.01594 | 0.09491 | −0.12858 | −0.27 | 7.64 | 3885.31*** [0.00] | 92.59*** [0.00] | 391.45*** [0.00] | 4266 |
PHLP | 0.00019 | 0.01533 | 0.21972 | −0.14494 | 0.62 | 20.47 | 54499.71*** [0.00] | 81.91*** [0.00] | 57.68*** [0.00] | 4266 |
SNG | 0.00009 | 0.01310 | 0.08563 | −0.09809 | −0.19 | 8.05 | 4556.39*** [0.00] | 38.76*** [0.00] | 168.59*** [0.00] | 4266 |
THAI | 0.00030 | 0.01671 | 0.10521 | −0.18085 | −0.50 | 10.90 | 11279.99*** [0.00] | 41.52*** [0.00] | 359.96*** [0.00] | 4266 |
TWN | 0.00003 | 0.01551 | 0.08232 | −0.10941 | −0.06 | 6.13 | 1747.11*** [0.00] | 38.35*** [0.00] | 85.55*** [0.00] | 4266 |
US | 0.00010 | 0.01227 | 0.11042 | −0.09514 | −0.17 | 11.59 | 13145.52*** [0.00] | 61.16*** [0.00] | 208.45*** [0.00] | 4266 |