Countries

Mean

Std. Dev.

Max

Min

Skew

Kurt

JB

LB

ARCH LM

Obsv

BANG

0.0010

0.0210

0.1155

−0.0452

3.43

19.72

1605.17** [0.00]

23.47 [0.02]

0.04 [0.84]

118

IND

−0.0007

0.0199

0.1075

−0.0986

0.61

16.35

1116.43** [0.00]

3.68 [0.98]

12.63** [0.00]

149

NEP

0.0025

0.0725

0.2257

−0.2017

0.42

4.10

11.94** [0.00]

29.53** [0.00]

2.69 [0.10]

149

PAK

−0.0016

0.0110

0.0291

−0.0540

−1.18

7.52

161.32** [0.00]

107.09** [0.00]

8.54** [0.00]

149

SRI

−0.0003

0.0118

0.0353

−0.0526

−0.40

6.14

65.38** [0.00]

44.94** [0.00]

4.61** [0.03]

149