Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps

Table 1

Statistics on log-returns of 𝑆&𝑃60 Canada index.

Series	Log-returns of 𝑆&𝑃60 Canada index
Sample	11300
Observations	1300
Mean	0.000235
Median	0.000593
Maximum	0.051983
Minimum	−0.101108
Std. Dev.	0.013567
Skewness	−0.665741
Kurtosis	7.787327