Table 3 Ljung–Box and ARCH-LM tests
| Â | Q (10) | Q (20) | Q2 (10) | Q2 (20) | ARCH-LM(5) | ARCH-LM(10) | ARCH-LM(20) |
|---|---|---|---|---|---|---|---|
BTC | 3705.9 (0.000) | 5975.6 (0.000) | 3180.8 (0.000) | 4189.5 (0.000) | 2890.4 (0.000) | 1461.9 (0.000) | 1543.5 (0.000) |
ETH | 3397.4 (0.000) | 5361.6 (0.000) | 2486.7 (0.000) | 3149.0 (0.000) | 1513.5 (0.000) | 1026.5 (0.000) | 1377.1 (0.000) |
XLM | 3133.9 (0.000) | 4522.3 (0.000) | 2300.5 (0.000) | 2628.9 (0.000) | 978.8 (0.000) | 504.3 (0.000) | 343.4 (0.000) |
XRP | 3298.1 (0.000) | 4750.5 (0.000) | 2642.1 (0.000) | 3385.8 (0.000) | 948.1 (0.000) | 475.7 (0.000) | 244.3 (0.000) |
USDT | 182.2 (0.000) | 255.5 (0.000) | 239.3 (0.000) | 239.8 (0.000) | 104.9 (0.000) | 52.2 (0.000) | 24.9 (0.000) |
ADA | 3296.0 (0.000) | 5072.0 (0.000) | 2225.7 (0.000) | 2600.9 (0.000) | 1298.3 (0.000) | 998.3 (0.000) | 1129.7 (0.000) |
LTC | 3543.8 (0.000) | 5656.3 (0.000) | 2900.5 (0.000) | 4043.7 (0.000) | 1435.9 (0.000) | 825.7 (0.000) | 688.9 (0.000) |
EOS | 3040.1 (0.000) | 4457.7 (0.000) | 2346.9 (0.000) | 2914.6 (0.000) | 735.8 (0.000) | 400.4 (0.000) | 194.3 (0.000) |