\begin{table}[htbp]
\centering
\begin{threeparttable}
\caption{Vector Autoregression Estimates}
\label{tab:var}
\begin{tabular}{l S S S S }
\toprule
Variable & {Fed\_NoChange} & {SPY} & {BTC} & {VIX} \\
\midrule
    const & 0.009 & 0.000 & -0.001 & 0.003 \\
\bottomrule
\end{tabular}
\begin{tablenotes}
\small
\item \textit{Notes:} VAR model estimates. Optimal lag length selected by AIC.
Standard errors in parentheses. $^{***}$, $^{**}$, $^{*}$ denote significance
at 1\%, 5\%, 10\%.
\end{tablenotes}
\end{threeparttable}
\end{table}