Abstract

Aims: To determine the investment feasibility of evaluating cryptocurrency opportunities as an investment product under the possibility of crypto price valuation selection. The study analyzes three indicators: asset price returns in unrelated time, selection of cryptocurrency investment price weights, and crypto price forward contract opportunities on ARCH-GARCH probability forecasts in the selection of price valuations by individual cryptocurrency prices.
 Study Design: Quantitative research.
 Place and Duration of Study: The period from 10 September 2021 to 4 September 2022 using sample data downloaded from the Yahoo Finance website database with metric data retrieval bound in amount, data quantity, or distance relative to writing opportunities to examine the distribution of the amount of research data.
 Methodology: This study employed Bitcoin (BTC), Ethereum (ETH), and Tether (USDT) cryptocurrencies as the research objects with used panel and multiple regression analysis methodologies and using forecasting the appropriate ARCH and GARCH methods
 Results: The results show that the prediction of future crypto price selection in BTC and ETH tokens has a probability of 78.6% and 59.6%, respectively. The study highlights the prediction of future BTC and ETH price selection with 79.21% and 78.64% forecast results as found in the ARCH-GARCH(1, 0, 1) technique. Meanwhile, USDT token has no possibility to be forecasted in the future, leaving a 7.3% possibility of crypto price selection under probability by investors in the form of high (or different) price fluctuation inequalities.
 Conclusion: Conclusions could state that the partial (combined) selection of crypto coin price assessments and individual crypto assets can reduce the expected return from the selection of the asset price so that this form of investment in crypto assets can reduce the level of observation of return on wealth from crypto assets for investors especially in expecting the chance on that investment.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.