Measures

Fitted

Variance Predicted

Residual

R-squared

Mc

Mc2

EGX30

RiskEGX30

0.0000884

0.0000172

0.0000712

0.1949739

0.4415584

0.194974

ReturnEGX30

0.000141

0.0000126

0.0001284

0.0893729

0.298953

0.089373

overall

0.2530951

S&P 500

RiskSP500

0.0002375

0.0001255

0.000112

0.5283776

0.7268959

0.528378

ReturnSP500

0.0003065

0.0000394

0.0002671

0.1286419

0.3586669

0.128642

overall

0.5881749

Cryptocurrencies

Risk Bitcoin

1.29E−03

0.0000265

0.0012592

0.0206212

0.1436009

0.020621

Return Bitcoin

4.12E−06

2.17E−03

0.001895

0.0435311

0.001895

0.001895

Price Bitcoin

1.51E+08

1.69E+08

0.4714053

0.6865896

0.4714053

0.471405

Return Ethereum

0.0000315

0.0041103

0.0076008

0.0871824

0.0076008

0.007601

Risk Ethereum

0.0001129

0.0023568

0.0457216

0.213826

0.0457216

0.045722

Price Ethereum

351293.2

419287

0.4558814

0.6751899

0.4558814

0.455881

Return Litecoin

0.0000463

0.004476

0.0102361

0.1011736

0.0102361

0.010236

Risk Litecoin

0.0001416

0.002578

0.052066

0.2281798

0.052066

0.052066

Price Litecoin

2.52E+03

3.40E+03

0.4254612

0.6522739

0.4254612

0.425461

Return Tether

2.04E−07

9.32E−07

0.1799383

0.4241913

0.1799383

0.179938

Risk Tether

9.12E−07

1.60E−07

7.53E−07

0.1749572

0.4182789

0.174957

Price Tether

2.00E−06

1.93E−07

1.81E−06

0.0964094

0.3104986

0.096409

overall

0.7247524