D.USD | 0.919* | 1.1430 | 0.9479 | 0.850 | Break | 12.467*** | 2015w12 | Break | 1.508 | 0.2195 | No ARCH effects |
D.BTC | 1.323*** | 1.1430 | 0.9479 | 0.850 | Break | 6.608 | 2015w17 | No Break | 1.877 | 0.1707 | No ARCH effects |
D.LTC | 1.170*** | 1.1430 | 0.9479 | 0.850 | Break | 6.181 | 2015w17 | No Break | 0.831 | 0.3621 | No ARCH effects |
D.XRP | 0.561 | 1.1430 | 0.9479 | 0.850 | No Break | 4.466 | 2017w12 | No Break | 15.396*** | 0.0001 | ARCH[p] disturbance |
D.XLM | 0.677 | 1.1430 | 0.9479 | 0.850 | No Break | 5.196 | 2017w11 | No Break | 13.810*** | 0.0002 | ARCH[p] disturbance |
D.XMR | 1.146*** | 1.1430 | 0.9479 | 0.850 | Break | 6.728 | 2015w50 | No Break | 5.156** | 0.023 | ARCH[p] disturbance |
D.DAS | 1.387*** | 1.1430 | 0.9479 | 0.850 | Break | 5.142 | 2017w49 | No Break | 0.000 | 1.0000 | No ARCH effects |
D.BCN | 0.522 | 1.1430 | 0.9479 | 0.850 | No Break | 2.794 | 2017w13 | No Break | 3.026* | 0.0819 | ARCH[p] disturbance |