D Value Average Median STD Deviation 1st Quantile 3rd Quantile Skewness Excess Kurtosis

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d value 7 15 30 120 240 365(1) 547(1.

5) 730(2)

Average 0.37 0.8 1.59 6.7 13.6 20.1 30.5 43.1


Median 0.55 0.91 1.87 5.1 10.8 15.5 22 26.2
Std Deviation 4.18 6.24 8.999 19.8 28.4 34.4 44 58.2
1st Quantile -1.98 -2.64 -3.68 -5.1 -5.3 -4.8 0.7 7.8
3rd Quantile 2.71 4.38 6.74 15.8 27.9 39.1 46.9 57.5
Skewness -0.18 -0.08 0.1 0.76 0.64 0.6 0.9 1.58
Excess Kurtosis 2.39 2.03 2.06 1.65 0.47 -0.21 0.28 2.4
912(2.5) 1095(3) 1460(4) 1825(5) 2737(7.5) 3650(10)

57.1 72.4 107.1 143 293 516.1


39.8 47.7 75.6 99.8 283.4 499.6
74.5 92.9 108.9 121 143.9 187
15.8 20.4 36.9 66.7 163.4 390.5
63.1 78.3 155.9 200.6 393.4 621.3
1.88 2.1 1.47 1.1 0.42 0.5
3.37 4.38 1.82 0.78 -0.69 0.21
d value 7 15 30 120 240 365(1) 547(1.5) 730(2) 912(2.5)

Average 0.053 0.053 0.053 0.056 0.0569 0.0551 0.0558 0.059 0.0626
Median 0.078 0.06 0.062 0.043 0.045 0.0424 0.0402 0.0359 0.0436
Std Deviation 0.597 0.416 0.3 0.165 0.1185 0.0943 0.0804 0.0797 0.0817
1st Quantile -0.282 -0.176 -0.123 -0.043 -0.0219 -0.0132 0.0012 0.0107 0.0174
3rd Quantile 0.387 0.292 0.225 0.132 0.1161 0.1072 0.0857 0.0787 0.0692
Skewness -0.18 -0.08 0.1 0.76 0.64 0.6 0.9 1.58 1.88
Excess Kurtosis 2.39 2.03 2.06 1.65 0.47 -0.21 0.28 2.4 3.37
1095(3) 1460(4) 1825(5) 2737(7.5) 3650(10)

0.0662 0.0734 0.0784 0.1071 0.1414


0.0436 0.0518 0.0547 0.1036 0.1369
0.0849 0.0746 0.0663 0.0526 0.0512
0.0187 0.0253 0.0366 0.0597 0.107
0.0715 0.1067 0.1099 0.1437 0.1702
2.1 1.47 1.1 0.42 0.5
4.38 1.82 0.78 -0.69 0.21

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