USD | GBP | Euro | Yen | |
Mean | 0.009 | 0.004 | 0.009 | −0.009 |
Median | 0.000 | 0.013 | 0.009 | 0.004 |
Min | −3.294 | −7.243 | −3.854 | −4.965 |
Max | 3.904 | 4.806 | 3.938 | 5.141 |
Stdev | 0.388 | 0.623 | 0.650 | 0.797 |
Skewness | 0.257 | −0.453 | 0.026 | −0.199 |
Kurtosis | 12.844 | 10.120 | 5.286 | 7.166 |
JB test | 19157.191# | 10156.462# | 1031.329# | 3452.672# |
Q(20) | 84.660# | 22.682 | 27.611 | 39.663# |
ARCH(10) | 1068.159# | 398.665# | 335.395# | 408.701# |