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S&P 500

FTSE 100

SZSEC

FBMKLCI

S&P 500

FTSE 100

SZSEC

FBMKLCI

Mean

1.270

1.444

1.755

1.132

0.119

0.063

0.156

0.039

Median

0.552

0.659

0.764

0.296

0.274

0.214

0.242

0.101

Min

0.008

0.014

0.000

0.001

−20.828

−15.297

−25.937

−13.720

Max

45.713

59.976

31.891

54.265

10.182

13.588

17.675

28.109

Stdev

2.634

3.016

3.039

3.308

2.363

2.390

3.704

2.938

Skewness

8.703#

9.901#

4.709#

9.100#

−0.956#

−0.441#

−0.601#

1.269#

Kurtosis

116.428#

154.646#

33.133#

112.604#

10.627#

7.064#

8.109#

21.055#

JB stat

607965.2#

1079767.2#

46014.6#

569893.7#

2851.670#

797.433#

1270.789#

15332.112#

Q(20)

1149.728#

856.365#

596.870#

1280.295#

55.247#

42.985#

43.736#

83.904#

ARCH(10)

350.873#

138.080#

39.573#

245.005#

99.229#

121.457#

95.687#

124.006#