Rt

RVt

lnRVt

AI

Mean

0.011

2.476

−0.089

0.084

Min

−9.154

0.053

−2.947

0.003

Max

6.493

54.011

3.989

0.198

Std

1.654

5.875

1.278

0.034

Skew

−1.237

5.729

0.619

0.363

Kurt

6.849

37.9

0.116

−0.185

ADF

−21.778^***

−5.856^***

−4.087^***

−7.406^***

J−B

1735.132^***

51455.110^***

50.988^***

18.649^***

Q(5)

28.693^***

1249.549^***

2047.057^***

782.464^***

Q(10)

65.784^***

1654.223^***

3774.823^***

1128.250^***

Q(22)

97.242^***

2081.473^***

6930.548^***

1382.891^***

Hurst

0.489

0.569

0.619

0.591