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