Descriptive statistics for daily conditional volatilities of Bitcoin and energy commodities
| Bitcoin | Crude oil WTI | Brent oil | Gasoline RBOB | Heating oil | London gas_oil | Natural gas | |
|---|---|---|---|---|---|---|---|
| Mean | 0.001569 | 0.193770 | 0.180787 | 0.256936 | 0.233040 | 1.475103 | 0.258855 |
| Median | 0.001017 | 0.159399 | 0.159300 | 0.237772 | 0.159610 | 1.471175 | 0.196522 |
| Maximum | 0.006834 | 0.799828 | 0.760820 | 0.956800 | 1.319846 | 2.468987 | 1.196166 |
| Minimum | 3.36E-05 | 1.31E-05 | 2.32E-05 | 1.68E-05 | 2.61E-05 | 0.358215 | 5.74E-05 |
| Std. Dev | 0.001517 | 0.155414 | 0.159270 | 0.182356 | 0.259116 | 0.333564 | 0.217845 |
| Skewness | 1.116933 | 1.461971 | 0.885429 | 1.053372 | 2.607802 | −0.148926 | 1.577967 |
| Kurtosis | 3.368603 | 5.515496 | 3.441897 | 4.293339 | 10.15268 | 3.407241 | 5.860755 |
| Jarque–Bera | 205.895* | 597.565* | 133.803* | 245.462* | 3147.595* | 10.2248* | 728.777* |
| Probability | 0.000000 | 0.000000 | 0.000000 | 0.000000 | 0.000000 | 0.006021 | 0.000000 |
| Obs | 964 | 964 | 964 | 964 | 964 | 964 | 964 |
| Bitcoin | Crude oil WTI | Brent oil | Gasoline RBOB | Heating oil | London gas_oil | Natural gas | |
|---|---|---|---|---|---|---|---|
| Mean | 0.001569 | 0.193770 | 0.180787 | 0.256936 | 0.233040 | 1.475103 | 0.258855 |
| Median | 0.001017 | 0.159399 | 0.159300 | 0.237772 | 0.159610 | 1.471175 | 0.196522 |
| Maximum | 0.006834 | 0.799828 | 0.760820 | 0.956800 | 1.319846 | 2.468987 | 1.196166 |
| Minimum | 3.36E-05 | 1.31E-05 | 2.32E-05 | 1.68E-05 | 2.61E-05 | 0.358215 | 5.74E-05 |
| Std. Dev | 0.001517 | 0.155414 | 0.159270 | 0.182356 | 0.259116 | 0.333564 | 0.217845 |
| Skewness | 1.116933 | 1.461971 | 0.885429 | 1.053372 | 2.607802 | −0.148926 | 1.577967 |
| Kurtosis | 3.368603 | 5.515496 | 3.441897 | 4.293339 | 10.15268 | 3.407241 | 5.860755 |
| Jarque–Bera | 205.895* | 597.565* | 133.803* | 245.462* | 3147.595* | 10.2248* | 728.777* |
| Probability | 0.000000 | 0.000000 | 0.000000 | 0.000000 | 0.000000 | 0.006021 | 0.000000 |
| Obs | 964 | 964 | 964 | 964 | 964 | 964 | 964 |
Note(s): This table presents summary statistics of daily conditional volatilities for Bitcoin and energy commodities, namely Crude Oil WTI (West Texas Intermediate), Brent Oil, Gasoline RBOB (Reformulated Gasoline Blendstock for Oxygen Blending), Heating Oil, London Gas Oil and Natural Gas. The data period is from August 11, 2015 until March 31, 2018. Statistical significance at the 1% is denoted by *