| Error Distn | Norm | Skewed Norm | Student t | Skewed Student t | ged | sged | nig | ghyp | jsu |
| BitCoin | |||||||||
| AIC | −3.9038 | −3.9076 | −4.1193 | −4.1189 | −4.1373 | −4.1380 | −4.1395 | −4.1412 | −4.1316 |
| BIC | −3.8763 | −3.8755 | −4.0872 | −4.0823 | −4.1052 | −4.1013 | −4.1029 | −4.1000 | −4.0950 |
| LLF | 2133.59 | 2136.63 | 2252.02 | 2252.80 | 2261.81 | 2263.19 | 2264.04 | 2265.95 | 2259.75 |
| Ethereum | |||||||||
| AIC | −2.4230 | −2.4596 | −2.8341 | −2.8377 | −2.8346 | −2.8348 | −2.8304 | −2.8302 | −2.8381 |
| BIC | −2.3955 | −2.4275 | −2.8020 | −2.8010 | −2.8025 | −2.7982 | −2.7938 | −2.7889 | −2.8014 |
| LLF | 1326.51 | 1347.48 | 1551.58 | 1554.53 | 1551.87 | 1552.99 | 1550.57 | 1551.43 | 1554.76 |
| Monero | |||||||||
| AIC | −2.5109 | −2.5304 | −2.7169 | −2.7191 | −2.7029 | −2.7089 | −2.7176 | −2.7166 | −2.7192 |
| BIC | −2.4834 | −2.4984 | −2.6848 | −2.6824 | −2.6708 | −2.6723 | −2.6809 | −2.6754 | −2.6825 |
| LLF | 1374.42 | 1386.09 | 1487.69 | 1489.89 | 1480.09 | 1484.36 | 1489.07 | 1489.54 | 1489.96 |
| Litecoin | |||||||||
| AIC | −3.0858 | −2.3136 | −3.7286 | −3.7305 | −3.7298 | −3.7300 | −3.7429 | −3.7410 | −3.7460 |
| BIC | −3.0583 | −2.2815 | −3.6965 | −3.6939 | −3.6977 | −3.6934 | −3.7062 | −3.6998 | −3.7094 |
| LLF | 1687.77 | 1267.89 | 2039.09 | 2041.13 | 2039.75 | 2040.88 | 2047.87 | 2047.84 | 2049.59 |
| Dash | |||||||||
| AIC | −2.9812 | −3.0190 | −3.1359 | −3.1458 | −3.1210 | −3.1347 | −3.1464 | −3.1466 | −3.1474 |
| BIC | −2.9537 | −2.9869 | −3.1039 | −3.1091 | −3.0889 | −3.0981 | −3.1098 | −3.1054 | −3.1107 |
| LLF | 1630.75 | 1652.36 | 1716.08 | 1722.45 | 1707.92 | 1716.41 | 1722.79 | 1723.89 | 1723.32 |
| Ripple | |||||||||
| AIC | −2.9755 | −3.0230 | −3.4227 | −3.4264 | −3.4151 | −3.4278 | −3.4317 | −3.4370 | - |
| BIC | −2.9480 | −2.9909 | −3.3907 | −3.3897 | −3.3831 | −3.4278 | −3.3950 | −3.3958 | - |
| LLF | 1627.67 | 1654.51 | 1872.39 | 1875.37 | 1868.25 | 1876.17 | 1878.27 | 1882.18 | - |
| Stellar | |||||||||
| AIC | −2.4069 | −2.4698 | −2.7620 | −2.7724 | −2.7429 | −2.7526 | −2.7778 | −2.7775 | −2.7784 |
| BIC | −2.3794 | −2.4378 | −2.7300 | −2.7357 | −2.7109 | −2.7159 | −2.7412 | −2.7362 | −2.77417 |
| LLF | 1317.78 | 1353.06 | 1512.31 | 1518.94 | 1501.90 | 1508.15 | 1521.92 | 1522.71 | 1522.22 |
| NEM | |||||||||
| AIC | −2.1393 | −2.1532 | −2.3528 | −2.3573 | −2.3390 | −2.3443 | −2.3562 | −2.3568 | −2.3583 |
| BIC | −2.1118 | −2.1212 | −2.3208 | −2.3206 | −2.3069 | −2.3076 | −2.3195 | −2.3156 | −2.3217 |
| LLF | 1171.94 | 1180.52 | 1289.30 | 1292.71 | 1281.74 | 1285.62 | 1292.12 | 1293.48 | 1293.29 |