From: Forecasting returns volatility of cryptocurrency by applying various deep learning algorithms
Variables | At level | At first difference | Â | ||
---|---|---|---|---|---|
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) | Â | Â | I (0) |