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