Bitcoin (BTC) | Ethereum (ETH) | Ripple (XRP) | Gold | WTI | |
---|---|---|---|---|---|
Mean | 0.0009 | 0.0017 | 0.0011 | 6.45E−05 | 0.0002 |
Median | 0.0010 | − 0.0003 | − 0.0013 | 5.83E−05 | 0.0005 |
Maximum | 0.0971 | 0.1752 | 0.4391 | 0.0203 | 0.0491 |
Minimum | − 0.0877 | − 0.1389 | − 0.2613 | − 0.0147 | − 0.0351 |
Std. Dev | 0.0168 | 0.0287 | 0.0317 | 0.0032 | 0.0102 |
Skewness | − 0.1401 | 0.4561 | 3.0383 | 0.3524 | 0.2688 |
Kurtosis | 7.8487 | 7.4705 | 42.4475 | 6.2588 | 5.3591 |
Jarque–Bera | 1331.780* | 1174.454* | 89,940.09* | 468.7668* | 226.3693* |
Q(5) | 4.6100 | 13.076 | 33.345 | 4.8267 | 5.1512 |
Q(10) | 14.885 | 16.568 | 52.000 | 20.872 | 9.1836 |
Q2(5) | 133.33 | 195.93 | 188.63 | 26.530 | 219.74 |
Q2(10) | 194.73 | 229.16 | 211.44 | 35.624 | 347.43 |