Back to Article
Modeling and Forecasting Cryptocurrency Returns and Volatility: An Application of GARCH Models
Universal Journal of Finance and Economics
| Vol 2, Issue 1
Table 2. Test for Stationarity
|
|
| Ethereum | Binance Coin | Bitcoin |
|
|
| t-Statistic | t-Statistic | t-Statistic |
| Augmented Dickey-Fuller test statistic | -42.87576 | -15.30034 | -40.21295 | |
| Test critical values: | 1% level | -3.434468 | -3.434482 | -3.434468 |
|
| 5% level | -2.863246 | -2.863252 | -2.863246 |
|
| 10% level | -2.567726 | -2.567730 | -2.567726 |
|
| Prob.* | 0.0001 | 0.0000 | 0.0000 |