Modelization and Calibration of the Power-Law Distribution in Stock Market by Maximization of Varma Entropy

Table 2

Normality tests.

Variable	Skewness	Kurtosis	value
			Jarque–Bera test	Kolmogorov–Smirnov test	Anderson–Darling test
Δt = 10 min	0.30	5.44	< 0.001	< 0.001	< 0.001
Δt = 20 min	0.19	5.44	< 0.001	< 0.001	< 0.001
Δt = 30 min	0.24	5.29	< 0.001	< 0.001	< 0.001
Δt = 40 min	0.25	5.14	< 0.001	< 0.001	< 0.001
Δt = 50 min	0.20	5.13	< 0.001	< 0.001	< 0.001
Δt = 60 min	0.19	5.13	< 0.001	< 0.001	< 0.001
Δt = 70 min	0.19	4.87	< 0.001	< 0.001	< 0.001
Δt = 80 min	0.19	4.46	< 0.001	< 0.001	< 0.001

¹The data used are CSI 300 index of 2018 obtained from Wind.