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Table 4 MSGARCH estimated parameters for the USA COVID-19 curves

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

 

Low var

High var

ω1

0.0000

0.0001

ω1

0.1019

-0.0290

α1

0.2502

0.1431

α1

0.3636

0.3244

β1

0.7492

0.8567

α2

-0.1452

0.1729

ξ1

1.3930

1.4308

β1

0.9621

0.9969

-

-

-

ν1

4.8038

5.9520