Table 3 Descriptive statistics μ σ...

Table 3

Descriptive statistics

	μ	σ	Median	Min	Max	SE	Skew	Kurt	JB
BTC	0.0018	0.0408	0.0018	−0.4647	0.2251	0.0009	−0.8294	14.5706	11670.4638
VIX	−0.0003	0.0803	−0.0075	−0.2998	0.7682	0.0018	1.3762	10.7570	5786.7220
WTI	0.0002	0.0318	0.0022	−0.3454	0.3196	0.0007	−0.7703	30.4150	64400.2710
T10Y3M	−0.0009	0.0542	0.0000	−0.3200	0.3400	0.0012	−0.3232	7.2802	1600.5560
T10YIE	0.0003	0.0325	0.0000	−0.3200	0.2500	0.0007	−0.5021	11.4963	6252.1732
DGS10	0.0012	0.0529	0.0000	−0.3000	0.2900	0.0012	−0.1071	5.5010	538.1881
GOLD	0.0003	0.0087	0.0004	−0.0586	0.0497	0.0002	−0.1147	6.4821	1040.1650
NASDAQ	0.0004	0.0141	0.0009	−0.1315	0.0893	0.0003	−0.6628	11.0180	5641.4640
S&P 500	0.0003	0.0119	0.0006	−0.1277	0.0897	0.0003	−0.8445	18.4368	20598.0281

	μ	σ	Median	Min	Max	SE	Skew	Kurt	JB
BTC	0.0018	0.0408	0.0018	−0.4647	0.2251	0.0009	−0.8294	14.5706	11670.4638
VIX	−0.0003	0.0803	−0.0075	−0.2998	0.7682	0.0018	1.3762	10.7570	5786.7220
WTI	0.0002	0.0318	0.0022	−0.3454	0.3196	0.0007	−0.7703	30.4150	64400.2710
T10Y3M	−0.0009	0.0542	0.0000	−0.3200	0.3400	0.0012	−0.3232	7.2802	1600.5560
T10YIE	0.0003	0.0325	0.0000	−0.3200	0.2500	0.0007	−0.5021	11.4963	6252.1732
DGS10	0.0012	0.0529	0.0000	−0.3000	0.2900	0.0012	−0.1071	5.5010	538.1881
GOLD	0.0003	0.0087	0.0004	−0.0586	0.0497	0.0002	−0.1147	6.4821	1040.1650
NASDAQ	0.0004	0.0141	0.0009	−0.1315	0.0893	0.0003	−0.6628	11.0180	5641.4640
S&P 500	0.0003	0.0119	0.0006	−0.1277	0.0897	0.0003	−0.8445	18.4368	20598.0281

Note(s): Descriptive statistics for Bitcoin (BTC), CBOE Volatility Index (VIX), West Texas Intermediate (WTI) crude oil, 10-year Treasury constant maturity minus 3-month Treasury constant maturity (T10Y3M), 10-year breakeven inflation rate (T10YIE), Market Yield on US Treasury Securities at 10-Year Constant Maturity (DGS10), Gold first generic futures (GOLDs), NASDAQ Composite Index (NASDAQ), and S&P 500 Index (S&P 500). In particular, the statistics include the mean (μ), standard deviation (σ), median, minimum (Min), maximum (Max), standard error (SE), skewness (Skew), kurtosis (Kurt), Jarque-Bera test statistic (JB), and the corresponding p-value (p-val)

Source: Authors’ own work

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