VIX

KFSI

Mean

21.26642

−0.108148

Maximum

45.87000

4.240000

Minimum

12.90000

−1.060000

Sigma

7.038491

0.904286

Skewness

1.443934

2.718157

Kurtosis

5.051671

12.16308

Jarque-Bera

42.35331

383.1149

Probability

0.0000*

0.0000*

Observations

81

81

ADF test

−4.2119**

−6.6215**

Philips-Perron test

−3.9706**

−6.4997**

KPSS

0.1331***

0.1788#

L-Box(1)

48.182****

55.306****

L-Box(12)

138.89****

172.39****

L-Box(36)

172.79****

193.02****