Rolling excess kurtosis
Are extreme moves more frequent than a normal model implies?
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サンプルJSON
仕様JSON
サンプル基準日
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) (折れ線)
Valid sample size (observations)
Valid sample size (observations) (棒)
Event detail and data date
Excess kurtosis (unitless) and Valid sample size (observations) (表)
サンプルデータ行
| 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 |