Model | Variable | Coefficient | t-Stat | Prob |
Bitcoin Model | lnBTC | 0.173*** | 7.712 | 0.000 |
lnEXR | 1.016 | 0.920 | 0.356 | |
C | 0.736 | 0.326 | 0.745 | |
Ethereum Model | lnETH | 0.134*** | 4.012 | 0.000 |
lnEXR | 2.426** | 1.162 | 0.250 | |
C | 1.799* | 0.417 | 0.678 | |
Ripple Model | lnRPL | 0.106 | 0.814 | 0.419 |
lnEXR | 1.335 | 0.171 | 0.865 | |
C | 0.977 | 0.060 | 0.952 | |
CRYP Model | lnCRYP | 0.659*** | 8.736 | 0.000 |
lnEXR | 3.117*** | 3.258 | 0.002 | |
C | −3.298 | −1.667 | 0.100 |