Maturity | 1 Week | 1 Month | 3 Months | 6 Months | 9 Months | 1 Year |
Mean | 3.31625 | 3.34030 | 3.40076 | 3.44907 | 3.49829 | 3.55453 |
Medium | 3.34030254 | 3.638 | 3.8715 | 3.75475 | 3.49672176 | 3.48250118 |
Max | 4.844 | 5.046 | 5.14 | 5.202 | 5.251 | 5.341 |
Min | 2.06 | 2.053 | 2.073 | 2.001 | 2.103 | 2.183 |
Std | 9.63434 ´ 10‒1 | 9.64726 ´ 10‒1 | 9.79675 ´ 10‒1 | 9.80504 ´ 10‒1 | 9.84592 ´ 10‒1 | 9.88055 ´ 10‒1 |
Skew | 0.1476 | 0.1257 | 0.0941 | 0.0605 | 0.0376 | 0.0198 |
Kurt | 1.7948 | 1.7780 | 1.7761 | 1.8051 | 1.8224 | 1.8409 |
ARCH-LM (Fstatistic) | 1797.2945 | 1817.5001 | 1757.0654 | 1679.4306 | 1586.1724 | 1491.8006 |