| mean | stdev | skewness | kurtosis | max | min | JB | LB (10) |
Return | 0.0001 | 0.0117 | −0.3192 | 8.2382 | 0.0611 | −0.0724 | 2517.87 | 11.818 |
High-low range | 0.0146 | 0.0105 | 3.1056 | 18.028 | 0.1085 | 0.0025 | 23909.42 | 7741.5 |
Realized kernel | 0.0001 | 0.0002 | 9.3750 | 143.108 | 0.0050 | 0.0000 | 18067 | 6667.8 |
Log-realized kernel | −9.7659 | 0.9630 | 0.8344 | 4.0213 | −5.2965 | −12.42 | 342.166 | 10909 |