Table 1 Descriptive statistics.
From: Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models
Mean | 0.007901 |
Median | 0.004408 |
Maximum | 0.533432 |
Minimum | − 0.536040 |
Std. Dev. | 0.114597 |
Skewness | 0.026048 |
Kurtosis | 5.913069 |
Jarque–Bera | 116.3657 |
Probability | 0.000000 |
Sum | 2.599342 |
Sum Sq. Dev. | 4.307446 |
Observations | 329 |