Rolling excess kurtosis
Are extreme moves more frequent than a normal model implies?
CSV 다운로드
샘플 JSON
사양 JSON
샘플 기준일
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) (선)
Valid sample size (observations)
Valid sample size (observations) (막대)
Event detail and data date
Excess kurtosis (unitless) and Valid sample size (observations) (표)
샘플 데이터 행
| 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 |