Par.

BTC

ETH

XRP

LTC

XMR

XLM

DASH

USTD

Distribution

sged

sged

sged

sged

jsu

ghyp

jsu

jsu

$\mu$

−0.0008

−0.0013

0.0019

−0.0000

−0.0013

−0.0028

−0.0001

0.0000

()

()

()

()

()

()

()

()

$\omega$

0.0109

0.0079

0.015

0.0139

0.0206

0.0164

0.0043

0.0000

${\alpha }_1$

0.1461

0.2094

0.2773

0.1655

0.1672

0.2568

0.1865

0.0500

${\beta }_1$

0.8509

0.7834

0.7241

0.8309

0.8057

0.7232

0.8149

0.9001

$\lambda$

0.3554

0.7598

0.5420

0.3518

0.3852

0.5929

0.8867

1.996

skew

1.0389

0.9319

0.9475

0.9950

−0.299

−0.0268

−0.0924

0.0064

shape

0.8817

0.9672

0.8614

0.8855

1.3893

0.5999

1.2326

0.9991

ghlambda

0.3947

Diagnostic checks

Log likelihood

3906.733

2933.499

3348.302

3363.79

2830.046

2836.835

3059.544

9008.062

AIC

−4.1978

−3.1502

−3.5758

−3.6133

−3.0388

−3.0450

−3.2858

−9.6890

BIC

−4.1770

−3.1293

−3.5758

−3.5925

−3.0180

−3.0212

−3.2650

−9.6682

LQ(5)

10.67

9.730

16.84

14.45

20.63

18.79

12.47

55.74

p-value

(0.0059)

(0.0108)

(0.0000)

(0.0006)

(0.0000)

(0.0000)

(0.0021)

(0.0000)

LQ²(5)

2.9197

2.497

21.360

4.690

3.1178

6.666

8.106

0.0005

p-value

(0.4219)

(0.5064)

(0.0000)

(0.1796)

(0.3859)

(0.0625)

(0.0277)

(1.0000)

LM(5)

2.6130

0.9699

1.0839

1.6695

3.4978

3.5470

1.1665

0.0077

p-value

(0.3511)

(0.7419)

(0.7082)

(0.5489)

(0.2253)

(0.2197)

(0.6842)

(0.9997)