On Spillover Effect of Systemic Risk of Listed Securities Companies in China Based on Extended CoVaR Model

Table 2

Descriptive statistics of the yield series of indexes.

Index	Mean	Median	Maximum	Minimum	Standard deviation	Skewness	Kurtosis	JB statistics	Probability
All Share Brokerage Index	0.1196	−0.0015	9.5309	−10.5251	2.3335	0.2114	7.0340	292.7114	<0.0001
All Share Financials Index	0.0544	−0.0171	8.5522	−8.4302	1.5231	0.2037	8.9532	633.4972	<0.0001
All Share Insurance Index	0.0713	−0.0350	8.7654	−7.6650	1.7824	0.5243	6.1939	201.0537	<0.0001
CSI Banks Index	0.0158	−0.0596	8.6484	−6.8565	1.2655	0.6225	11.2250	1231.2030	<0.0001
CSI 500 Index	0.0927	0.1136	5.4393	−9.0811	1.6024	−0.8732	7.2741	379.2824	<0.0001