Table 1 Log volatility summary...

Table 1

Log volatility summary statistics

	Obs	Mean	Median	Min	Max	Stdev	Skewness	JB test
Gold	1,166	15.46	13.12	0.00	96.93	9.23	3.04	14,198
Oil	1,166	43.83	35.36	10.50	522.89	36.98	5.90	136,640
Bitcoin	1,166	62.26	49.64	9.39	643.32	48.47	3.65	38,960
USA	1,166	14.27	11.37	1.89	96.66	10.69	2.73	8,273
Japan	1,166	12.61	10.74	0.00	98.40	7.94	3.50	2,645
China	1,166	14.60	12.71	4.52	57.21	7.55	1.72	1,429
Vietnam	1,166	16.81	13.03	3.02	90.45	11.48	2.06	2,381

	Obs	Mean	Median	Min	Max	Stdev	Skewness	JB test
Gold	1,166	15.46	13.12	0.00	96.93	9.23	3.04	14,198
Oil	1,166	43.83	35.36	10.50	522.89	36.98	5.90	136,640
Bitcoin	1,166	62.26	49.64	9.39	643.32	48.47	3.65	38,960
USA	1,166	14.27	11.37	1.89	96.66	10.69	2.73	8,273
Japan	1,166	12.61	10.74	0.00	98.40	7.94	3.50	2,645
China	1,166	14.60	12.71	4.52	57.21	7.55	1.72	1,429
Vietnam	1,166	16.81	13.03	3.02	90.45	11.48	2.06	2,381

Note(s): Table 1 reports descriptive statistics for the annualized range-based daily log volatilities of gold, oil, bitcoin and the four stock markets (the US, Japan, China and Vietnam). The sample period is from 04 January 2018 to 31 December 2023

Source(s): Authors’ estimation

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