Rolling Jarque-Bera Normality Test - Quant Researcher Interview Question

Problem Description

The assumption of normality in asset returns is a foundational simplification in quantitative finance, yet real-world market data often exhibits skewness and excess kurtosis known as fat tails. The Jarque-Bera test provides a statistical method to evaluate goodness-of-fit by comparing sample skewness and kurtosis against those of a normal distribution, allowing analysts to identify regimes where standard models may fail. Task Implement a function solution that performs a rolling Jarque-Bera tes