| 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 |