Statistical properties of Weakly log Return data | |
Min. | −0.087221 |
Max. | 0.112205 |
Mean | 0.001240 |
Median | 0.000924 |
Variance | 0.000187 |
Skewness | 1.137371 |
Kurtosis | 16.288923 |
Arch test | p-Value = 8.0384e−09 |
Jarque-Bera test (for alpha = 0.05) | p-value = 4.4409e−16 |
ADF test | p-Value = 1.0000e−03 |
PP test | p-Value = 1.0000e−03 |