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)