HS300

SZ300

HSI

TWII

Sample size

1157

1157

1157

1157

Minimum

−0.091544

0.000310

−0.060183

−0.065206

Maximum

0.077524

0.098733

0.069870

0.035175

Mean

0.000489

0.000310

0.000212

0.000145

Stdev

0.016196

0.017878

0.011238

0.008668

Skewness

−0.811693

−0.785064

−0.248895

−0.919614

Kurtosis

6.594329

5.326195

3.758039

6.500682

J-B

2234.2971

1494.1584

697.0613

2211.0504

ADF

−10.095

−10.376

−10.545

−10.756

P-P

−33.121

−32.322

−33.393

−33.899

ARCH-LM

197.25

241.38

36.617

89.327