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Table 2 Descriptive statistics of stock index

From: Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model

STDEV MEDIAN MEAN Year
68.34 734.05 771.12 2000
93.83 1093.44 1087.96 2001
108.09 1150.15 1139.89 2002
67.41 1256.90 1246.40 2003
113.16 1190.92 1173.02 2004
535.29 2012.24 1955.18 2005
326.77 2908.85 2997.09 2006
441.74 3059.42 3040.64 2007
363.09 1560.51 1500.82 2008
MEAN MEDIAN STDEV Year
90.16 821.32 837.04 2009
106.16 992.43 994.04 2010
127.72 954.30 898.48 2011
94.86 549.09 594.63 2012
45.74 495.64 492.88 2013
64.28 510.31 499.55 2014
43.01 402.51 388.71 2015
32.89 338.50 344.59 2016
814.78 992.43 1174.25 Total (2000–2016)