Table 4.

Descriptive statistics for Covid-19 period.

	d_csp5	d_cspe35	d_cspa	d_sps5	d_spes35	d_spas	d_vix	d_ovx	d_gvz	d_soil	d_sgold
Mean	−0.026	−0.117	−0.047	0.013	−0.026	0.045	0.593	0.233	0.260	−0.927	0.129
Median	0.299	0.114	0.068	0.349	0.183	0.119	−1.458	−1.169	−0.410	0.052	0.250
Max.	8.968	8.151	5.433	9.256	6.434	6.267	39.171	122.088	21.963	15.286	4.297
Min.	−12.76	−12.277	−5.881	−12.920	−10.007	−5.894	−26.623	−62.225	−26.566	−82.228	−3.609
Std. Dev.	3.038	2.427	1.743	3.031	2.014	2.011	11.565	16.410	7.977	9.424	1.273
Skewness	−0.630	−1.134	0.016	−0.592	−1.146	−0.117	1.311	3.379	0.062	−5.704	−0.208
Kurtosis	6.661	8.814	4.849	6.810	8.228	4.222	5.289	30.208	4.175	49.323	4.810
Jarque-Bera	72.440	188.206	16.529	76.942	157.485	7.475	58.534	3798.764	6.752	11000.617	16.662
Prob.	0.000	0.000	0.000	0.000	0.000	0.024	0.000	0.000	0.034	0.000	0.000

Source: Prepared by Authors