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

Universal Journal of Finance and Economics | Vol 2, Issue 1

Table 8. ARIMA (2, 0, 1) Model Summary forETH-USD

Parameter	Estimate	Stnd. Error	T	P-value
AR(1)	0.162078	0.0696432	2.32727	0.019951
AR(2)	0.839387	0.0696575	12.0502	0.000000
MA(1)	-0.774221	0.081546	-9.49429	0.000000