Skip to main content

Table 8 The unconditional volatility matrix

From: Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis

 

BTC

ETH

XLM

XRP

USDT

ADA

LTC

EOS

BTC

611.2

0.691

0.454

0.361

0.027

0.558

0.793

0.491

ETH

0.691

28.08

0.522

0.399

 − 0.008

0.711

0.766

0.498

XLM

0.454

0.522

0.009

0.497

0.104

0.762

0.449

0.503

XRP

0.361

0.399

0.497

0.019

0.030

0.372

0.475

0.586

USDT

0.027

 − 0.008

0.104

0.030

0.002

0.077

0.004

0.052

ADA

0.558

0.711

0.761

0.372

0.077

0.008

0.560

0.489

LTC

0.793

0.766

0.449

0.475

0.004

0.560

3.913

0.663

EOS

0.491

0.498

0.503

0.586

0.052

0.489

0.663

0.152