Max
8.93
1.84
12.25
Min
−9.69
−0.56
0.92
Mean
0.05
−0.007
2.94
Std
1.89
0.12
1.25
Skewness
−0.56
3.61
1.27
Kurtosis
6.11
61.31
6.56
JB
1212.68***
383,467.8***
2127.82***
Q (10)
37.12***
116.52***
15,881.45***
Q2 (10)
583.12***
963.99**
10,571.71***
|
|
|
|
|
| Max | 8.93 | 1.84 | 12.25 |
| Min | −9.69 | −0.56 | 0.92 |
| Mean | 0.05 | −0.007 | 2.94 |
| Std | 1.89 | 0.12 | 1.25 |
| Skewness | −0.56 | 3.61 | 1.27 |
| Kurtosis | 6.11 | 61.31 | 6.56 |
| JB | 1212.68*** | 383,467.8*** | 2127.82*** |
| Q (10) | 37.12*** | 116.52*** | 15,881.45*** |
| Q2 (10) | 583.12*** | 963.99** | 10,571.71*** |