Minimum | −0.266198 | −1.302106 | −0.616273 |
Maximum | 0.357451 | 0.412337 | 1.027356 |
1st Quartile | −0.012615 | −0.024548 | −0.022698 |
3rd Quartile | 0.018402 | 0.0284860 | 0.020083 |
Mean | 0.001750 | 0.002700 | 0.001679 |
Median | 0.001883 | −0.000802 | −0.002762 |
Sum | 4.178293 | 4.204154 | 3.845187 |
Variance | 0.001848 | 0.005229 | 0.005384 |
Stdev | 0.042991 | 0.072313 | 0.073372 |
Skewness | −0.162197 | −3.412472 | 2.057162 |
Kurtosis | 7.637610 | 70.186393 | 29.374596 |
|
|||
---|---|---|---|
0.03340 | $ 54.015 | $ 175.33 | |
0.04028 | $ 66.314 | $ 257.69 | |
0.03958 | $ 68.740 | $ 336.26 |
|
|
|||
---|---|---|---|---|
0.03351 | 0.03358 | $ 55.41 | $ 175.21 | |
0.02972 | 0.02925 | $ 48.26 | $ 152.62 | |
0.03503 | 0.03489 | $ 57.57 | $ 182.05 |
mu | alpha0 | alpha1 | beta1 | |
---|---|---|---|---|
0.001095* | 0.000073*** | 0.143602*** | 0.824987*** | |
0.000148 | 0.000407*** | 0.194669*** | 0.704177*** | |
−0.003432*** | 0.000417*** | 0.397415*** | 0.594709*** |
Digital asset | Historical VaR |
---|---|
$ 66.16 | |
$ 92.81 | |
$ 91.88 |
$ 124.079 | $ 342.515 | |
$ 88.355 | $ 291.802 | |
$ 160.696 | $ 490.118 |