U.S. Deposit-Rate Model Uses 324 Observations for Stablecoin Estimate
Photo: TokenPost
A U.S. model links higher average bank deposit rates to slower stablecoin market-cap growth, with 324 effective observations behind its 10-week estimate in a 339-observation weekly dataset. The broader dataset contains weekly U.S. observations from January 2019 through June 2025. The 10-week specification uses 324 effective observations. It compares movements in average deposit rates with cumulative market-cap growth across the next 10 weeks, giving the estimate a narrower sample than the full dataset. In the ordinary least squares model, a one-basis-point increase in average deposit rates was associated with 2.8 percentage points less stablecoin market-cap growth over that period.
Source: TokenPost
