L₁

L₂

Mean

−0.002488

−0.000391

Median

0.000000

0.000000

Maximum

0.189728

0.139762

Minimum

−0.474975

−0.333058

Std. Dev.

0.077294

0.057800

Skewness

−1.796011

−1.710712

Kurtosis

13.51319

11.81580

Jarque-Bera

658.2918

476.9302

Probability

0.000000

0.000000

Sum

−0.318454

−0.050010

Sum Sq. Dev.

0.758738

0.424285

Observations

128

128