Statistical Properties of Return Data | |
min | −1.794944e−02 |
max | 1.183120e−02 |
median | 6.214180e−05 |
mean | 2.545361e−04 |
SE.mean | 2.722980e−05 |
var | 2.206591e−06 |
Arch Test | p-value = 0.01 |
Jarque-Bera test (α = 0.05) | p-value = 2.2e−16 |
skewness | −2.189684 |
kutosis | 46.1361 |