Table 1 Summary statistics
From: Examining volatility spillover between Asian countries’ stock markets
Mean | Maximum | Minimum | Std. dev. | Skewness | Kurtosis | Jarque-Bera | |
|---|---|---|---|---|---|---|---|
India | 0.000489 | 0.159943 | −0.11809 | 0.015626 | −0.11385 | 9.713559 | 7355.167 |
Sri Lanka | 0.000592 | 0.116124 | −0.13906 | 0.011217 | −0.34435 | 23.37271 | 67,730.02 |
Hong Kong | 0.000221 | 0.134068 | −0.13582 | 0.015336 | −0.07551 | 10.93031 | 10,254.75 |
Pakistan | 0.000844 | 0.082547 | −0.07741 | 0.013991 | −0.34711 | 6.099103 | 1644.079 |
Japan | 4.92E−05 | 0.094941 | −0.12111 | 0.01473 | −0.66144 | 8.868493 | 5898.844 |
China | 0.00016 | 0.094008 | −0.09256 | 0.015489 | −0.02587 | 7.578448 | 3417.272 |