| Negative jump | Positive jump | |
Counts | 437 | 452 | |
Percentage | 0.78% | 0.81% | |
Threshold u | 0.20 | 0.25 | |
Counts of exceedances | 286 | 293 | |
Percentage of exceedances | 65.45% | 64.82% | |
(shape parameter) | 0.2176*** | −0.0803 | |
| (0.0669) | (0.0796) | |
(scale parameter) | 0.0809*** | 0.1225*** | |
| (0.0071) | (0.0138) |