Signif level

Normal

Cornish-Fisher

Johnson SU

MV

MG

MV

MG

MV

MG

1%

−1.7195

−1.1782**

NA

NA

−1.1782

−1.1782**

5%

−1.7705

−1.4003**

−1.7288

−1.6720**

−1.5539

−1.5263**

10%

−1.0460

−0.9254**

−1.0460

−0.9253**

−1.0803

−1.0059**