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Table 17 Results for the Dow Jones (period 2)

From: The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models

 

[0.0091]

[0.0182]

[0.0273]

[0.0364]

Standard normal

m = [2]

9.4903

10.4222

11.1876

10.8716

m = [3]

12.4147

13.0544

13.6174

13.3733

p-value

m = [2]

0

0

0

0

m = [3]

0

0

0

0