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Table 2 Tests for bubbles

From: Time and frequency dynamics between NFT coins and economic uncertainty

 

Test

CV 90

CV 95

CV 99

ENJ

ADF0

− 2.490

− 0.448

− 0.095

0.552

SADF

4.637

1.111

1.400

1.950

GSADF

5.751

1.877

2.113

2.561

MANA

ADF0

− 2.258

− 0.448

− 0.095

0.552

SADF

3.791

1.111

1.400

1.950

GSADF

4.753

1.877

2.113

2.561

THETA

ADF0

− 2.020

− 0.448

− 0.095

0.552

SADF

8.841

1.111

1.400

1.950

GSADF

8.935

1.877

2.113

2.561

XTZ

ADF0

− 2.857

− 0.448

− 0.095

0.552

SADF

− 0.835

1.111

1.400

1.950

GSADF

1.038

1.877

2.113

2.561

  1. ADF0, SADF, and GSADF tests for bubbles. Critical values (CV) shown for the 90%, 95%, and 99% levels