Model | Mean | Standard Deviation | Skewness | Excess Kurtosis |
| 0.0040 | 0.1161 | 0 | 0.0223 |
| −0.0411 | 0.2061 | 0 | 0.706 |
| −0.0913 | 0.3061 | 0 | 0.0640 |