Rolling excess kurtosis
Are extreme moves more frequent than a normal model implies?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 4.9
- Period average
- 3.41
- Period high
- 10.12
- Period low
- 1.23
Rolling excess kurtosis
Excess kurtosis (unitless) (Line)
Valid sample size (observations)
Valid sample size (observations) (Bar)
Event detail and data date
Excess kurtosis (unitless) and Valid sample size (observations) (Table)
Sample data rows
| Trading day/observation period | Excess kurtosis (unitless) | Valid sample size (observations) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 2.67 | 11 | 2025-10-16 |
| 2025-11-03 | 3.43 | 4 | 2025-11-03 |
| 2025-11-17 | 3.49 | 11 | 2025-11-17 |
| 2025-12-03 | 5.45 | 17 | 2025-12-03 |
| 2025-12-19 | 2.7 | 10 | 2025-12-19 |
| 2026-01-02 | 2.53 | 25 | 2026-01-02 |
| 2026-01-20 | 2.04 | 18 | 2026-01-20 |
| 2026-02-05 | 6.24 | 5 | 2026-02-05 |
| 2026-02-23 | 3.91 | 27 | 2026-02-23 |
| 2026-03-09 | 4.56 | 19 | 2026-03-09 |
| 2026-03-25 | 5.54 | 15 | 2026-03-25 |
| 2026-04-10 | 3.32 | 29 | 2026-04-10 |
| 2026-04-24 | 3.34 | 15 | 2026-04-24 |
| 2026-05-12 | 1.69 | 22 | 2026-05-12 |
| 2026-05-28 | 2.22 | 17 | 2026-05-28 |
| 2026-06-11 | 1.88 | 22 | 2026-06-11 |
| 2026-06-29 | 1.94 | 17 | 2026-06-29 |
| 2026-07-15 | 2.94 | 10 | 2026-07-15 |
| 2026-07-31 | 2.43 | 11 | 2026-07-31 |
| 2026-08-14 | 4.92 | 21 | 2026-08-14 |
| 2026-09-01 | 4.14 | 56 | 2026-09-01 |
| 2026-09-17 | 3.29 | 12 | 2026-09-17 |
| 2026-10-01 | 1.85 | 6 | 2026-10-01 |
| 2026-10-16 | 4.9 | 8 | 2026-10-16 |