ΔIVIX_t

r_t

Mean

−0.0162

3.3215

Maximum

11.015

651.50

Minimum

−12.472

−490.95

Std. Dev.

1.2718

69.028

Skewness

−0.1185

0.1621

Kurtosis

14.546

8.8328

Jarque-Bera Statistics

10225* (0.0000)

2616.3* (0.0000)

ADF Test Statistics

−43.972* (0.0001)

−40.009* (0.0000)