Time Period | Index | Mean | Variance | Skewness | Kurtosis |
2002-2005 | IBOV | 0.0009 | 0.0003 | −0.2645 | 0.6944 |
NIFTY50 | 0.0011 | 0.0002 | −1.0271 | 9.0648 | |
SHCOMP | 0.0004 | 0.0002 | 0.6407 | 4.6071 | |
RTSI | 0.0015 | 0.0003 | −0.6751 | 4.1838 | |
2006-2010 | IBOV | 0.0006 | 0.0004 | −0.0031 | 6.1839 |
NIFTY50 | 0.0004 | 0.0004 | 0.0780 | 7.1262 | |
SHCOMP | 0.0000 | 0.0004 | −0.2815 | 2.1921 | |
RTSI | −0.0001 | 0.0007 | −0.3191 | 10.7541 | |
2011-2015 | IBOV | −0.0004 | 0.0002 | −0.0468 | 1.5607 |
NIFTY50 | 0.0002 | 0.0001 | −0.1697 | 1.5807 | |
SHCOMP | 0.0002 | 0.0002 | −0.8859 | 6.2777 | |
RTSI | −0.0007 | 0.0004 | −0.3010 | 6.7127 |