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| Bitcoin | Ethereum | Monero | Litecoin | Dash | Ripple | Stellar | NEM |
| Nobs | 1090.000 | 1090.000 | 1090.000 | 1090.000 | 1090.000 | 1090.000 | 1090.000 | 1090.000 |
| Min | −0.202077 | −1.373989 | −0.291734 | −0.391050 | −0.243432 | −0.601706 | −0.333422 | −0.430828 |
| Max | 0.223513 | 0.403457 | 0.567670 | 0.518452 | 0.383096 | 1.010963 | 0.704038 | 1.068486 |
| Mean | 0.003053 | 0.004617 | 0.004699 | 0.002739 | 0.003789 | 0.003665 | 0.004314 | 0.006469 |
| Std.Dev | 0.040218 | 0.080835 | 0.072959 | 0.058599 | 0.059552 | 0.077085 | 0.086585 | 0.094524 |
| Skewness | −0.160668 | −4.207377 | 1.023870 | 1.351149 | 0.875008 | 3.091153 | 2.083472 | 2.179137 |
| Kurtosis | 4.568298 | 78.519090 | 7.087234 | 13.339778 | 5.097968 | 38.634223 | 14.509124 | 19.372076 |
| JB | 958.2979 | 284,299.01 | 2484.144 | 8450.867 | 1326.721 | 69,798.432 | 10,394.084 | 17,981.302 |
| p−value | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) |
| Skewness Test statistic | ||||||||
| Statistic | −3.756248 | −98.22221 | 23.90249 | 31.54289 | 20.42727 | 72.16369 | 48.63914 | 50.87247 |
| p-value | (0.00009) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) |
| ADF Test statistics | ||||||||
| Statistic | −2.7535 | −9.2397 | −9.6014 | −9.36 | −8.8872 | −8.343 | −8.827 | −9.2518 |
| P-value | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) |
| Ljung-Box Test statistics at various lags | ||||||||
| Q(5) | 3.9483 | 17.086 | 14.409 | 4.0676 | 7.5975 | 28.37 | 18.857 | 22.819 |
| p-value | (0.5569) | (0.004339) | (0.01321) | (0.5397) | (0.1799) | (0.00001) | (0.002044) | (0.000366) |
| Q(10) | 9.4171 | 23.716 | 34.91 | 24.166 | 16.638 | 46.097 | 29.805 | 29.725 |
| p-value | (0.493) | (0.008391) | (0.0001294) | (0.007172) | (0.08277) | (1.377e-06) | (0.0009219) | (0.0009501) |
| Q(15) | 11.065 | 27.348 | 37.383 | 31.254 | 21.286 | 51.782 | 32.263 | 29.725 |
| p-value | (0.748) | (0.02602) | (0.001112) | (0.008123) | (0.128) | (6.138e-06) | (0.005928) | (0.0009501) |
| Q(20) | 24.583 | 43.69 | 43.322 | 37.097 | 38.457 | 67.26 | 39.917 | 45.247 |
| p-value | (0.2178) | (0.001655) | (0.001853) | (0.01139) | (0.007783) | (5.069e-07) | (0.005118) | (0.001022) |
| ARCH-LM Test statistics at various lags | ||||||||
| LM (5) | 76.774 | 252.35 | 43.329 | 40.299 | 42.939 | 109.96 | 189.39 | 29.864 |
| p-value | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.00002) |
| LM (10) | 85.385 | 144.71 | 107.36 | 67.757 | 67.394 | 120.83 | 191.84 | 32.942 |
| p-value | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.00028) |
| LM(20) | 106.63 | 123.8 | 124.14 | 81.364 | 78.707 | 123.99 | 197.94 | 33.56 |
| p-value | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.02926) |