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Universal Journal of Finance and Economics
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  3. Universal Journal of Finance and Economics
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  5. Volume 2, Number 1, 2022
  6. Article
  7. Table 9

Modeling and Forecasting Cryptocurrency Returns and Volatility: An Application of GARCH Models

Table 9.

ARIMA (0, 1, 2) Model Summary forBNB-USD

Parameter

Estimate

Std. Error

T

P-Value

MA(1)

0.149671

0.02565583

5.83323

0.000000

MA(2)

-0.105220

0.0257046

-4.09285

0.000043