Ranks of unconditional volatilities of bitcoin and asian indices
| No. | BTC and Asian indices | Unconditional volatility |
|---|---|---|
| 1 | BTC | 0.070765 |
| 2 | JPN | 0.014019 |
| 3 | HK | 0.012370 |
| 4 | PHIL | 0.011383 |
| 5 | KOR | 0.010106 |
| 6 | STI | 0.008534 |
| No. | BTC and Asian indices | Unconditional volatility |
|---|---|---|
| 1 | BTC | 0.070765 |
| 2 | JPN | 0.014019 |
| 3 | HK | 0.012370 |
| 4 | PHIL | 0.011383 |
| 5 | KOR | 0.010106 |
| 6 | STI | 0.008534 |
Notes:
This table shows the rank of unconditional volatilities for Bitcoin and Asian indices based on t-DCC model. The time horizon used in this study was from July 20, 2010 until April 26, 2019 (daily basis data). It involves five Asian countries
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