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Table 12 ML Parameter estimates of the GARCH (1,1) model

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

 < 0.0001