| Indices | Data | Mean | Median | Maximum | Minimum | Std. Dev. | Skewness | Kurtosis |
| Developed Nations |
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| RET | 0.00013 | 0.00048 | 0.05360 | −0.08554 | 0.0097 | −0.591 | 9.248 | |
| ^AORD | SQR | 0.00010 | 0.00002 | 0.00732 | 0.00000 | 0.0002 | 11.372 | 211.28 |
| ABS | 0.00685 | 0.00492 | 0.08554 | 0.00000 | 0.0069 | 2.8322 | 17.712 | |
| RET | −0.00011 | 0.00043 | 0.10028 | −0.09590 | 0.0147 | −0.085 | 9.210 | |
| AEX | SQR | 0.00022 | 0.00005 | 0.01006 | 0.00000 | 0.0006 | 7.9556 | 89.015 |
| ABS | 0.01001 | 0.00680 | 0.10028 | 0.00000 | 0.0108 | 2.8196 | 15.219 | |
| RET | 0.00010 | 0.00075 | 0.10798 | −0.07434 | 0.0154 | 0.0104 | 7.130 | |
| DAX | SQR | 0.00024 | 0.00006 | 0.01166 | 0.00000 | 0.0005 | 7.8794 | 104.66 |
| ABS | 0.01085 | 0.00758 | 0.10798 | 0.00000 | 0.0110 | 2.3277 | 11.796 | |
| RET | 0.00009 | 0.00044 | 0.10508 | −0.08201 | 0.0119 | −0.064 | 10.934 | |
| DJA | SQR | 0.00014 | 0.00003 | 0.01104 | 0.00000 | 0.0004 | 11.972 | 220.09 |
| ABS | 0.00804 | 0.00546 | 0.10508 | 0.00000 | 0.0087 | 3.0700 | 19.986 | |
| RET | −0.00007 | 0.00033 | 0.10595 | −0.09472 | 0.0150 | 0.0055 | 7.661 | |
| FCHI | SQR | 0.00023 | 0.00006 | 0.01123 | 0.00000 | 0.0005 | 8.3195 | 105.22 |
| ABS | 0.01061 | 0.00752 | 0.10595 | 0.00000 | 0.0104 | 2.5061 | 13.517 | |
| RET | −0.00003 | 0.00000 | 0.09384 | −0.09265 | 0.0124 | −0.164 | 9.401 | |
| FTSE 100 | SQR | 0.00015 | 0.00003 | 0.00881 | 0.00000 | 0.0004 | 9.910 | 147.78 |
| ABS | 0.00827 | 0.00569 | 0.09384 | 0.00000 | 0.0088 | 2.788 | 16.406 | |
| RET | 0.00006 | 0.00037 | 0.13407 | −0.13582 | 0.0154 | −0.078 | 10.868 | |
| HANGSENG | SQR | 0.00024 | 0.00005 | 0.01845 | 0.00000 | 0.0007 | 12.889 | 243.82 |
| ABS | 0.01060 | 0.00735 | 0.13582 | 0.00000 | 0.0112 | 3.061 | 21.121 | |
| RET | −0.00001 | 0.00032 | 0.13235 | −0.12111 | 0.0154 | −0.395 | 9.197 | |
| NIKKEI | SQR | 0.00024 | 0.00007 | 0.01752 | 0.00000 | 0.0006 | 12.442 | 229.14 |
| ABS | 0.01108 | 0.00826 | 0.13235 | 0.00001 | 0.0108 | 2.846 | 19.544 | |
| RET | 0.00003 | 0.00022 | 0.07531 | −0.09095 | 0.0117 | −0.349 | 8.986 | |
| STRAITS TIMES | SQR | 0.00014 | 0.00003 | 0.00827 | 0.00000 | 0.0003 | 9.474 | 136.92 |
| ABS | 0.00810 | 0.00558 | 0.09095 | 0.00000 | 0.0085 | 2.751 | 15.831 | |
| RET | 0.00013 | 0.00070 | 0.09370 | −0.09788 | 0.0115 | −0.653 | 12.136 | |
| TSX | SQR | 0.00013 | 0.00003 | 0.00958 | 0.00000 | 0.0004 | 11.625 | 188.18 |
| ABS | 0.00780 | 0.00549 | 0.09788 | 0.00000 | 0.0085 | 3.367 | 22.868 | |
| Emerging Nations | ||||||||
| RET | 0.00023 | 0.00031 | 0.13178 | −0.12649 | 0.0157 | −0.079 | 8.865 | |
| BUX | SQR | 0.00025 | 0.00007 | 0.01737 | 0.00000 | 0.0007 | 11.971 | 219.58 |
| ABS | 0.01130 | 0.00851 | 0.13178 | 0.00001 | 0.0109 | 2.808 | 18.55 | |