Period | COVID-19 | |||||
---|---|---|---|---|---|---|
Cryptocurrencies | \(\widehat{{\varvec{Q}}_{\varvec{i}}}\) | \(\widehat{{\varvec{H}}_{\varvec{i}}}\) | \(\widehat{{\varvec{\phi} }_{\varvec{i}}}\) | \(\widehat{{\varvec{\alpha} }_{\varvec{i}}}\) | \(\widehat{\stackrel{-}{{\varvec{\beta} }_{\varvec{i}}}}\) | Adjusted \({\varvec{R}}^{\varvec{2}}\) |
BPI | 0.1302 | 0.0001 | 0.0000 | 0.0008 | 0.7931 | 0.952 |
(0.0308) | (0.0000) | (0.0000) | (0.0000) | (0.0316) | Â | |
ETH | 0.1387 | 0.0001 | 0.1340 | − 0.0001 | 1.2245 | 0.962 |
(0.0468) | (0.0000) | (0.0471) | (0.0000) | (0.0563) | Â | |
XRP | 0.0667 | 0.0002 | 0.0000 | − 0.0011 | 0.8822 | 0.871 |
(0.0346) | (0.0000) | (0.0000) | (0.0000) | (0.0353) | Â | |
BCH | 0.0680 | 0.0002 | 0.1519 | − 0.0015 | 1.0349 | 0.878 |
(0.0291) | (0.0000) | (0.0705) | (0.0000) | (0.0477) | Â | |
BNB | 0.0006 | 0.0006 | 0.9571 | 0.0010 | 0.9955 | 0.666 |
(0.0018) | (0.0001) | (3.7163) | (0.0000) | (0.0746) | Â | |
LINK | 0.4621 | 0.0014 | 0.2840 | 0.0019 | 1.5011 | 0.713 |
(0.3672) | (0.0002) | (0.2164) | (0.0000) | (0.1837) | Â | |
CRO | 0.0153 | 0.0006 | 0.8692 | 0.0013 | 0.7841 | 0.593 |
(0.0236) | (0.0001) | (1.5318) | (0.0000) | (0.0695) | Â | |
LTC | 0.0445 | 0.0002 | 0.6379 | − 0.0015 | 1.0879 | 0.902 |
(0.0275) | (0.0000) | (0.4091) | (0.0000) | (0.0596) | Â | |
BSV | 0.4123 | 0.0002 | 0.0000 | − 0.0032 | 1.0777 | 0.936 |
(0.0910) | (0.0000) | (0.0000) | (0.0000) | (0.0737) | Â | |
ADA | 0.0119 | 0.0008 | 0.9189 | 0.0014 | 1.3375 | 0.721 |
(0.0126) | (0.0001) | (1.3400) | (0.0000) | (0.1558) | Â | |
Average | 0.1350 | 0.0004 | 0.3953 | − 0.0001 | 1.0719 | 0.819 |