Statistical Properties of Residual Data

min

−1.537934e−02

max

1.080608e−02

mean

8.489841e−05

SE.mean

2.413864e−05

var

1.734038e−06

Arch Test

p-value = 0.01

Jarque-Bera test (α = 0.05)

p-value = 2.2e−16

skewness

−0.6262043

kurtosis

35.90743