Table 1 Descriptive statistics Series... | Emerald Publishing

Table 1

Descriptive statistics

Series	Mean	Max	Min	Variance	Std_Dev	ADF test	ERS test
NDX	0.000256	0.072200	−0.057020	0.000149	0.012211	−11.601842	−16.740989
SP	0.000232	0.053953	−0.044199	0.000080	0.008926	−11.579023	−13.602412
Brent	0.000056	0.084287	−0.141083	0.000337	0.018355	−12.422152	−6.006286
WTI	0.000048	0.082612	−0.134360	0.000380	0.019500	−12.307080	−6.174531
Gold	0.000358	0.030889	−0.035158	0.000059	0.007664	−10.730473	−11.269943
Silver	0.000230	0.078267	−0.063397	0.000233	0.015250	−11.012013	−6.852916
ICE	0.000249	0.056410	−0.040175	0.000078	0.008835	−11.260065	−13.306453
VIX	0.000016	0.554110	−0.330681	0.003597	0.059973	−12.636679	−13.424787
BTC	0.000593	0.135764	−0.174053	0.000842	0.029015	−10.780520	−12.233621
ETH	−0.000121	2.213222	−2.176060	0.009016	0.094951	−11.816637	−19.063619
RNDR	0.001112	0.353640	−0.359141	0.004843	0.069592	−9.683482	−3.636753
STX	−0.000101	0.522607	−0.256948	0.003511	0.059255	−11.172343	−9.900193
SAND	−0.000519	0.565329	−0.289164	0.003588	0.059897	−9.811579	−14.865392
MANA	−0.000630	4.628628	−4.549432	0.037523	0.193710	−11.055289	−17.324096
AXS	−0.002095	0.394413	−0.270915	0.002874	0.053609	−10.223111	−13.807395
EGLD	−0.001430	0.323196	−0.251697	0.002260	0.047534	−11.186379	−9.503061
ZIL	−0.001412	2.210515	−2.176790	0.010731	0.103589	−11.236059	−6.723932

Series	Mean	Max	Min	Variance	Std_Dev	ADF test	ERS test
NDX	0.000256	0.072200	−0.057020	0.000149	0.012211	−11.601842	−16.740989
SP	0.000232	0.053953	−0.044199	0.000080	0.008926	−11.579023	−13.602412
Brent	0.000056	0.084287	−0.141083	0.000337	0.018355	−12.422152	−6.006286
WTI	0.000048	0.082612	−0.134360	0.000380	0.019500	−12.307080	−6.174531
Gold	0.000358	0.030889	−0.035158	0.000059	0.007664	−10.730473	−11.269943
Silver	0.000230	0.078267	−0.063397	0.000233	0.015250	−11.012013	−6.852916
ICE	0.000249	0.056410	−0.040175	0.000078	0.008835	−11.260065	−13.306453
VIX	0.000016	0.554110	−0.330681	0.003597	0.059973	−12.636679	−13.424787
BTC	0.000593	0.135764	−0.174053	0.000842	0.029015	−10.780520	−12.233621
ETH	−0.000121	2.213222	−2.176060	0.009016	0.094951	−11.816637	−19.063619
RNDR	0.001112	0.353640	−0.359141	0.004843	0.069592	−9.683482	−3.636753
STX	−0.000101	0.522607	−0.256948	0.003511	0.059255	−11.172343	−9.900193
SAND	−0.000519	0.565329	−0.289164	0.003588	0.059897	−9.811579	−14.865392
MANA	−0.000630	4.628628	−4.549432	0.037523	0.193710	−11.055289	−17.324096
AXS	−0.002095	0.394413	−0.270915	0.002874	0.053609	−10.223111	−13.807395
EGLD	−0.001430	0.323196	−0.251697	0.002260	0.047534	−11.186379	−9.503061
ZIL	−0.001412	2.210515	−2.176790	0.010731	0.103589	−11.236059	−6.723932