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Table 2 Kwiatkowski–Phillips–Schmidt–Shin (KPSS)

From: Forecasting returns volatility of cryptocurrency by applying various deep learning algorithms

Variables

At level

At first difference

 

Constant

Constant with trend

Constant

Constant with trend

Conclusion

Bitcoin

0.985 (0.463)

0.221 (0.146)

0.070 (0.463)

0.070 (0.146)

I (1)

XRP

0.767 (0.463)

0.226 (0.146)

0.040 (0.463)

0.025 0.146

I (1)

Ethereum

0.924 (0.463)

0.318 (0.146)

0.104331 (0.463)

0.096 (0.146)

I (1)

Tether

0.235 (0.463)

0.080 (0.146)

  

I (0)

  1. Values in parentheses are Asymptotic critical values