Index

Average

Standard deviation

Skewness

Kurtosis

J-B

Q (20)

Q² (20)

ADF

Hushen 300

Index

0.0239

0.8715

−0.3270

5.3630

429.0***

32.86***

458.3***

−40.51***

HSI

0.0091

0.0339

−0.0520

11.50

5157***

29.11***

2093***

−42.85***