The Impact of COVID-19 on the Dependence of Chinese Stock Market

Table 2

The statistics of 10 industry sector indexes.

No.	Mean	Std. Dev.	Max	Min	Skewness	Kurtosis	Jarque–Bera	ADF
1	−0.0006	0.0133	0.0607	−0.0805	−0.4215	9.1562	421.4900	−15.2299
2	0.0009	0.0151	0.0565	−0.0951	−0.8847	10.1636	594.3918	−15.2248
3	0.0008	0.0144	0.0483	−0.0954	−1.1288	11.3717	820.7464	−15.5941
4	0.0012	0.0158	0.0445	−0.0934	−1.2833	9.0477	471.1848	−15.2167
5	0.0019	0.0160	0.0424	−0.0818	−1.1093	8.0413	331.1814	−16.5019
6	0.0022	0.0158	0.0399	−0.0705	−0.6255	5.0340	62.2502	−16.2852
7	0.0002	0.0151	0.0854	−0.0829	0.0557	9.7765	501.4439	−15.0286
8	0.0018	0.0222	0.0488	−0.0985	−0.8279	5.0344	75.1130	−16.2218
9	0.0010	0.0215	0.0678	−0.1020	−0.4251	5.5435	78.5178	−15.0867
10	−0.0002	0.0101	0.0405	−0.0806	−1.5834	18.5162	2737.6930	−16.4726

Note: denotes statistical significance at the 1% level.