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1\begin{table}[htbp]2\centering3\begin{threeparttable}4\caption{Vector Autoregression Estimates}5\label{tab:var}6\begin{tabular}{l S S S S }7\toprule8Variable & {Fed\_NoChange} & {SPY} & {BTC} & {VIX} \\9\midrule10 const & 0.009 & 0.000 & -0.001 & 0.003 \\11\bottomrule12\end{tabular}13\begin{tablenotes}14\small15\item \textit{Notes:} VAR model estimates. Optimal lag length selected by AIC.16Standard errors in parentheses. $^{***}$, $^{**}$, $^{*}$ denote significance17at 1\%, 5\%, 10\%.18\end{tablenotes}19\end{threeparttable}20\end{table}