Descriptive statistics

CDX.NA.IG

S & P500

VIX

Observations

2477

2477

2477

Mean

0.000134

0.000213

0.0000317

Standard Deviation

0.030972

0.012949

0.06919

Skewness

0.337114

-0.48688

0.714619

Kurtosis

9.245011

13.95537

6.998307

Jarque-Bera test

4072.002

12484.81

1860.507

(0.00000)

(0.00000)

(0.00000)