Variables

Dickey-Fuller

p-value

Stationary

Stock log-Returns

R_BNTX

−8.2847

0.01

TRUE

R_MRNA

−7.307

0.01

TRUE

R_PFE

−6.7884

0.01

TRUE

R_AZN

−8.2115

0.01

TRUE

R_NVAX

−7.3695

0.01

TRUE

Twitter Sentiment

$B_t^{twitter}$

−4.1552

0.01

TRUE

$d{B}_{t\mathrm{,}scale}^{twitter}$

−12.369

0.01

TRUE