Table 1 Descriptive Statistics.
From: Impact of Google searches and social media on digital assets’ volatility
Bitcoin | ||||||
---|---|---|---|---|---|---|
Variable | Mean | Median | Maximum | Minimum | Std. dev | Skewness |
Bitcoin | ||||||
Volatility | 2.76E-16 | −0.2480 | 4.5018 | −1.1525 | 1.0000 | 2.3150 |
Web Search | −7.59E-16 | 0.0658 | 2.4591 | −1.9149 | 1.0000 | 0.4403 |
News Search | 6.75E-17 | −0.0314 | 2.6079 | −2.1051 | 1.0000 | 0.5733 |
YouTube Search | −2.08E-16 | −0.0244 | 1.9755 | −2.1152 | 1.0000 | 0.1224 |
Positive Sentiment | −8.45E-16 | −0.0627 | 3.2659 | −4.4751 | 1.0000 | −0.2240 |
Negative Sentiment | −5.47E-16 | −0.1292 | 3.0693 | −2.8916 | 1.0000 | 0.3882 |
Neutral Sentiment | 5.95E-17 | −0.0254 | 3.7623 | −3.9978 | 1.0000 | −0.0531 |
Bitcoin Cash | ||||||
Volatility | −1.05E-16 | −0.3665 | 3.8501 | −0.9267 | 1.0000 | 1.8068 |
Web Search | −6.68E-17 | 0.0266 | 2.0579 | −2.2438 | 1.0000 | 0.2005 |
News Search | −5.59E-17 | −0.3207 | 3.6074 | −0.3207 | 1.0000 | 2.9115 |
YouTube Search | −2.87E-16 | −0.0069 | 2.3096 | −2.0611 | 1.0000 | 0.3022 |
Positive Sentiment | 8.71E-18 | −0.1434 | 4.5274 | −2.1582 | 1.0000 | 1.3811 |
Negative Sentiment | −1.15E-16 | −0.2959 | 4.2775 | −1.2901 | 1.0000 | 2.0722 |
Neutral Sentiment | −3.66E-16 | −0.0041 | 2.8077 | −2.7638 | 1.0000 | 0.3233 |
Ethereum | ||||||
Volatility | −7.42E-17 | −0.2997 | 6.0759 | −0.8583 | 1.0000 | 2.8903 |
Web Search | 2.61E-16 | −0.0788 | 2.5265 | −2.1141 | 1.0000 | 0.4738 |
News Search | −2.63E-16 | −0.1566 | 2.3980 | −0.9634 | 1.0000 | 0.8377 |
YouTube Search | −1.47E-16 | -0.0569 | 2.4017 | −1.9521 | 1.0000 | 0.5094 |
Positive Sentiment | 4.62E-16 | −0.1304 | 3.1706 | −2.7992 | 1.0000 | 0.4016 |
Negative Sentiment | −1.45E-17 | −0.1920 | 4.8539 | −1.4858 | 1.0000 | 1.5986 |
Neutral Sentiment | −1.57E-16 | 0.1449 | 2.2600 | −2.7060 | 1.0000 | −0.1100 |
Ethereum Classic | ||||||
Volatility | 1.48E-16 | −0.3363 | 4.4449 | −0.7073 | 1.0000 | 2.5833 |
Web Search | 2.59E-16 | −0.3372 | 2.7390 | −1.2048 | 1.0000 | 0.9828 |
News Search | −6.75E-17 | −0.2690 | 4.2682 | −0.2690 | 1.0000 | 3.6178 |
YouTube Search | −8.49E-17 | −0.6551 | 2.6128 | −0.6551 | 1.0000 | 1.2868 |
Positive Sentiment | 9.40E-16 | −0.2211 | 3.4290 | −1.5898 | 1.0000 | 0.7807 |
Negative Sentiment | −1.55E-16 | −0.2790 | 3.6659 | −1.0882 | 1.0000 | 1.4943 |
Neutral Sentiment | −2.53E-16 | −0.2375 | 4.3854 | −1.2513 | 1.0000 | 1.3697 |
Litecoin | ||||||
Volatility | 1.32E-16 | −0.1688 | 4.6910 | −1.9739 | 1.0000 | 1.7195 |
Web Search | −4.06E-17 | −0.1282 | 2.3073 | −2.2255 | 1.0000 | 0.4692 |
News Search | −2.47E-16 | −0.5228 | 2.5382 | −0.5228 | 1.0000 | 1.5948 |
YouTube Search | 1.12E-16 | −0.1015 | 2.3127 | −1.7110 | 1.0000 | 0.4779 |
Positive Sentiment | 1.79E-16 | −0.0500 | 3.9478 | −3.3525 | 1.0000 | 0.3777 |
Negative Sentiment | 1.32E-16 | −0.1688 | 4.6910 | −1.9739 | 1.0000 | 1.7195 |
Neutral Sentiment | −1.67E-16 | −0.0828 | 3.7452 | -3.3540 | 1.0000 | 0.4543 |
Ripple | ||||||
Volatility | 5.55E-17 | −0.3699 | 4.8489 | −0.7172 | 1.0000 | 2.6861 |
Web Search | −2.38E-16 | −0.1919 | 2.2027 | −1.9656 | 1.0000 | 0.4106 |
News Search | −2.28E-16 | −0.1724 | 2.7702 | −1.0023 | 1.0000 | 1.0620 |
YouTube Search | 5.89E-16 | −0.0418 | 2.0879 | −2.4846 | 1.0000 | 0.1662 |
Positive Sentiment | 8.42E-17 | 0.0455 | 3.0607 | −3.4722 | 1.0000 | −0.0642 |
Negative Sentiment | 3.86E-16 | −0.2179 | 4.6813 | −1.7548 | 1.0000 | 1.8459 |
Neutral Sentiment | 3.76E-16 | −0.1050 | 3.4716 | −2.9516 | 1.0000 | 0.5483 |