Monthly Jarque-Bera (JB)

A result of 1 means that the null hypothesis has been rejected at the 5% significance level. In other words, the data does not come from a normal distribution. A value of 0 indicates the data is normally distributed.

 

Monthly JB Breakdown

 

Jarque-Bera Test Definition:

In statistics, the Jarque–Bera test is a goodness-of-fit test of whether sample data have the skewness and kurtosis matching a normal distribution. – wikipedia

 

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