From: Estimating the risk of SARS-CoV-2 deaths using a Markov switching-volatility model combined with heavy-tailed distributions for South Africa
Parameter
Estimate
Standard error
P-value
\(\widehat{\omega }\)
0.0112
0.0028
< 0.0001
\(\widehat{\alpha }\)
0.1060
0.0212
< 0.0010
\(\widehat{\beta }\)
0.0870
0.0119