Statistical properties of the loss return data

minimum

−0.09018

maximum

0.08243

median (Q₁, Q₃)

0.00013 (−0.00374, 0.00406)

mean ± sd

0.00017 ± 0.00843

skewness

−0.37124

kurtosis

16.04896

ADF test p-value

0.01