Test,T,coef_x_l0,se_x_l0,Wald_HAC,p,R2_with,R2_without
BTC Asian (t) $\rightarrow$ ES U.S. (t),2574,0.0331,0.0189,6.6539,0.1553,0.5482,0.5471
BTC European (t) $\rightarrow$ ES U.S. (t),2574,0.0405,0.0212,4.1739,0.3830,0.5479,0.5471
BTC Asian (t) $\rightarrow$ NQ U.S. (t),2574,0.0245,0.0192,6.2875,0.1787,0.5221,0.5210
BTC European (t) $\rightarrow$ NQ U.S. (t),2574,0.0360,0.0216,3.4841,0.4803,0.5217,0.5210
BTC Asian (t) $\rightarrow$ VIX U.S. (t),2514,0.0581,0.0212,30.9211,0.0000,0.3708,0.3640
BTC European (t) $\rightarrow$ VIX U.S. (t),2514,0.0562,0.0216,28.6555,0.0000,0.3706,0.3640
ES U.S. (t$-$1) $\rightarrow$ BTC Asian (t),2482,0.0988,0.0211,27.6999,0.0000,0.7767,0.7741
NQ U.S. (t$-$1) $\rightarrow$ BTC Asian (t),2482,0.0855,0.0215,20.5243,0.0004,0.7760,0.7741
VIX U.S. (t$-$1) $\rightarrow$ BTC Asian (t),2242,0.0801,0.0219,17.3543,0.0016,0.7747,0.7730
ES Asian (t) $\rightarrow$ BTC U.S. (t),2492,0.0929,0.0245,19.2918,0.0007,0.7774,0.7759
ES Asian (t) $\rightarrow$ ES U.S. (t) [own overnight],2570,0.3816,0.0277,222.2827,0.0000,0.5845,0.5385