资产 | Mean | Median | StaDev | Kurtosis | Skewness | Range | JB |
模型 | 3.6131e-05 | −0.0002667 | 0.029288 | 7.9017 | 0.12915 | 0.32726 | 1.9954e+03 |
样本1 | 0.456e-04 | 0.0004332 | 0.019493 | 28.686 | 0.90716 | 0.44898 | 5.4939e+03 |
样本2 | 1.7432e-04 | 0.0007364 | 0.01513 | 7.8344 | −0.88809 | 0.14809 | 2.1969e+03 |