Fig. 5From: Volatility spillovers among leading cryptocurrencies and US energy and technology companiesA Total spillover plots using different rolling windows (RW) sizes. B Sensitivity test of the spillover index across different vector autoregression lag structure (max, median, and min values of the index for VAR orders of 2–6). C Sensitivity test of the spillover index across different forecast horizons (max, median, and min values over 4 to 10 days horizon)Back to article page