| Descriptive statistics | Normality tests | ARCH tests | Unit root tests | ||||
| Mean | 0.031 | J-B | 5601.1 | Q2(10) | 2857.0 | ADF | −84.319 |
| Median | 0.070 | p-value | 0.000 | p-value | 0.000 | p-value | 0.000 |
| Maximum | 11.02 | Lilliefors | 0.057 | Q2(20) | 4467.3 | P-P | −84.332 |
| Minimum | −8.52 | p-value | 0.000 | p-value | 0.000 | p-value | 0.000 |
| Std. Dev. | 1.462 |
|
| Q2(30) | 5521.5 |
|
|
| Skewness | 0.025 |
|
| p-value | 0.000 |
|
|
| Kurtosis | 7.252 |
|
|
|
|
|
|