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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 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 |