From: Using GAM functions and Markov-Switching models in an evaluation framework to assess countries’ performance in controlling the COVID-19 pandemic
sGARCH-snorm
Confirmed cases
eGARCH-ged
Deaths
Low var
High var
ω1
0.0000
0.0001
0.1019
-0.0290
α1
0.2502
0.1431
0.3636
0.3244
β1
0.7492
0.8567
α2
-0.1452
0.1729
ξ1
1.3930
1.4308
0.9621
0.9969
-
ν1
4.8038
5.9520