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