Code

Return type

$\overline{x}$

variance

K

S

JB statistic

p-value

2*IF

Intra-day

−0.00034

0.00021

5.60202

0.05962

261.21300

<1E−15

Inter-day

−0.00041

0.00021

5.53576

−0.01441

234.99600

<1E−15