Country | Mean | Standard Deviation | Skewness | Kurtosis | Jarque-Bera | P-val | ARCH LM Obs*R-squared | P Ch Sq. | LB(12) | Prob. | Obsv. |
AR | 0.00024 | 0.01720 | −0.66 | 11.57 | 13,500.36* | 0.00 | 787.9174* | 0.00 | 1133.3* | 0.00 | 4305 |
BR | 0.00019 | 0.01626 | −0.35 | 7.65 | 3967.62* | 0.00 | 862.4861* | 0.00 | 1191.4* | 0.00 | 4305 |
CL | 0.00023 | 0.00987 | −0.30 | 11.01 | 11,581.54* | 0.00 | 609.8632* | 0.00 | 1350.9* | 0.00 | 4305 |
CN | 0.00027 | 0.01244 | −0.27 | 8.21 | 4920.29* | 0.00 | 673.2203* | 0.00 | 1148.6* | 0.00 | 4305 |
CO | 0.00082 | 0.00976 | −0.09 | 17.03 | 35,301.07* | 0.00 | 633.1519* | 0.00 | 1464.8* | 0.00 | 4305 |
HU | 0.00025 | 0.01567 | −0.29 | 13.09 | 18,325.47* | 0.00 | 606.3382* | 0.00 | 1150.6* | 0.00 | 4305 |
IID | 0.00056 | 0.01414 | −0.56 | 9.11 | 6917.06* | 0.00 | 1095.507* | 0.00 | 1328.3* | 0.00 | 4305 |
IN | 0.00036 | 0.01198 | −0.36 | 10.50 | 10,182.90* | 0.00 | 775.5286* | 0.00 | 1276.6* | 0.00 | 4305 |
MC | 0.00032 | 0.01187 | −0.46 | 8.86 | 6306.40* | 0.00 | 1328.804* | 0.00 | 1293.2* | 0.00 | 4305 |
MY | 0.00019 | 0.00737 | −0.39 | 7.30 | 3431.07* | 0.00 | 1082.982* | 0.00 | 1424* | 0.00 | 4305 |
PE | 0.00056 | 0.01307 | −0.33 | 8.07 | 4683.22* | 0.00 | 892.793* | 0.00 | 1121.6* | 0.00 | 4305 |
PH | 0.00031 | 0.01112 | 0.21 | 12.10 | 14,901.10* | 0.00 | 746.5212* | 0.00 | 1358.5* | 0.00 | 4305 |
PK | 0.00027 | 0.01164 | −0.56 | 8.28 | 5224.70* | 0.00 | 1128.52* | 0.00 | 1523.1* | 0.00 | 4305 |
PL | 0.00008 | 0.01406 | −0.30 | 7.60 | 3865.33* | 0.00 | 793.8741* | 0.00 | 1175.3* | 0.00 | 4305 |
RO | 0.00062 | 0.01104 | −0.51 | 10.68 | 10,777.68* | 0.00 | 745.2243* | 0.00 | 1342.8* | 0.00 | 4305 |
RU | 0.00028 | 0.01703 | −0.38 | 14.72 | 24,752.76* | 0.00 | 1144.518* | 0.00 | 1232.4* | 0.00 | 4305 |
TH | 0.00044 | 0.01149 | −0.46 | 9.05 | 6712.28* | 0.00 | 508.9526* | 0.00 | 1289.7* | 0.00 | 4305 |
TR | 0.00012 | 0.01949 | −0.78 | 14.12 | 22,618.51* | 0.00 | 1054.976* | 0.00 | 1240* | 0.00 | 4305 |
ZA | 0.00026 | 0.01306 | −0.36 | 8.08 | 4727.57* | 0.00 | 624.01* | 0.00 | 1144.3* | 0.00 | 4305 |