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