Countries

Mean

Std. Dev.

Max

Min

Skew

Kurt

JB

LB

ARCH LM

Obsv

BANG

0.0495

0.4193

2.6693

−1.4940

2.94

21.19

1736.75** [0.00]

11.94 [0.45]

0.17 [0.68]

114

IND

−0.0217

0.4039

2.5475

−1.4671

1.43

14.98

941.19** [0.00]

38.27** [0.00]

13.15** [0.00]

149

NEP

0.0090

0.0771

0.6899

0.0000

8.47

72.85

32069.81** [0.00]

0.17 [0.99]

0.03 [0.87]

149

PAK

−0.0040

0.4289

3.2222

−1.4807

3.23

26.94

3663.11** [0.00]

5.85 [0.92]

0.05 [0.83]

143

SRI

−0.0162

0.5401

1.7245

−1.7312

−0.12

4.72

18.01** [0.00]

9.85 [0.63]

0.28 [0.59]

143