| mean | stdev | skewness | kurtosis | max | min | JB | LB (10) |
Return | 0.0002 | 0.0127 | −0.2632 | 12.7100 | 0.1022 | −0.9351 | 8546.00 | 54.048 |
High-low range | 0.0138 | 0.0083 | 1.9215 | 9.8749 | 0.0847 | 0.0024 | 5551.983 | 4715.5 |
Realized kernel | 0.0001 | 0.0003 | 12.671 | 280.140 | 0.0093 | 0.0000 | 6,999,454 | 5860.0 |
Log-realized kernel | −9.7301 | 1.08118 | 0.8118 | 3.7880 | −4.6763 | −12.238 | 294.415 | 11055 |