mean

stdev

skewness

kurtosis

max

min

JB

LB (10)

Return

0.0002

0.0122

0.0617

13.362

0.1075

−0.0840

9700.15

56.089

High-low range

0.0137

0.0112

3.6175

23.1100

0.1201

0.0019

41,260.40

8260.6

Realized kernel

0.0001

0.0003

12.438

263.740

0.0091

0.0000

61972

6090.4

Log-realized kernel

−9.7421

1.0684

0.8754

3.9475

−4.6966

−12.168

357.979

10862