Table 5 Descriptive statistics (raw data)
Variables | Mean | Median | Min | Max | Std. Dev | Skewness | Kurtosis | Jarque–Bera | Prob | Obs |
|---|---|---|---|---|---|---|---|---|---|---|
BTC | 0.005396 | 0.0034 | −0.3818 | 0.1956 | 0.046169 | −1.142103 | 15.58037 | 2786.027 | 0.00000 | 409 |
PI | 2.624377 | 2.42 | 0.63 | 9.21 | 1.241231 | 1.803983 | 7.900164 | 631.0364 | 0.00000 | 409 |
HI | 31.93425 | 31.89 | 4.27 | 69.27 | 11.69897 | 0.564388 | 3.587562 | 27.59666 | 0.00000 | 409 |
FNI | 0.637751 | 0.56 | 0.05 | 2.24 | 0.32729 | 1.141626 | 4.585232 | 131.6673 | 0.00000 | 409 |
SI | −16.44905 | −11.67 | −69.92 | 12.96 | 20.72573 | −0.818649 | 2.731943 | 46.90882 | 0.00000 | 409 |
II | 48.42301 | 49.38 | 9.79 | 67.67 | 10.66209 | −1.033451 | 4.63699 | 118.4705 | 0.00000 | 409 |
MCI | 69.6544 | 72.69 | 21.91 | 82.61 | 9.673174 | −2.338832 | 9.101112 | 1007.232 | 0.00000 | 409 |
CNC | 387,481.9 | 392,257 | 98 | 905,932 | 255,110.8 | 0.086215 | 1.869995 | 22.26737 | 0.00002 | 409 |
CND | 8227.416 | 7860 | 1 | 17,977 | 4307.619 | −0.040538 | 2.488309 | 4.574005 | 0.10157 | 409 |
VIX | 0.004694 | −0.012 | −0.2337 | 0.6164 | 0.096205 | 2.099 | 11.41718 | 1507.713 | 0.00000 | 409 |