Bitcoin

Ethereum

Monero

Litecoin

Dash

Ripple

Stellar

NEM

α

0.001958

0.001771

0.001546

0.001203

0.002788

0:001548

0:000520

0.001481

(0.024787)

(0.041057)

(0.378756)

(0.104764)

(0.050867)

(0.011039)

(0.676378)

(0.438475)

ω

0.000013

0.000220

0.000397

0.000580

0.000101

0.000031

0.000000

0.000153

(0.00028)

(0.03340)

(0.004456)

(0.048486)

(0.026018)

(0.221990)

(0.361084)

(0.150275)

α1

0.145588

0.035488

0.260066

0.209287

0.171916

0.226872

0.26754

0.374642

(0.00000)

(0.00000)

(0.00000)

(0.000002)

(0.000050)

(0.001339)

(0.000001)

(0.042643)

β1

0.854412

0.944190

0.739934

0.868738

0.828084

0.103973

0.484999

0.896461

(NA)

(0.00000)

(NA)

(0.00000)

(NA)

(0.000066)

(0.000002)

(0.00000)

γ

-

-

-

−0.312124

-

(0.011762)

d

-

-

-

-

-

0.302758

1.000000

(0.00000)

(0.002696)

δ

-

0.999516

0.999936

(0.00000)

(0.00000)

f

-

0.271006

-

-

-

0.023251

(0.000014)

(0.00000)

α1 + β1

1

0.979678

1

1.078025

1

0.33079326

0.752539

1.645745

Skew

0.969862

1.092519

1.091389

0.116474

0.372318

1.116250

0.316974

0.176591

(0.00000)

(0.00000)

(0.00000)

(0.012925)

(0.000334)

(0.00000)

(0.000023)

(0.023133)

Shape

0.923403

0.992872

3.336433

0.928236

1.391832

0.807481

1.172223

1.237510

(0.00000)

(0.00000)

(0.00000)

(0.00000)

(0.00000)

(0.00000)

(0.00000)

(0.00000)

ARCH-LM test for heteroscedasticity

Statistic

2.376

2.463

3.5232

0.16112

0.40051

0.19493

0.39728

0.7637

(0.6381)

(0.6201)

(0.4206)

(0.9982)

(0.9865)

(0.9972)

(0.9867)

(0.9487)