From: Estimating the risk of SARS-CoV-2 deaths using a Markov switching-volatility model combined with heavy-tailed distributions for South Africa
Test
T-value
P-value
Sign Bias
1.1973
0.2317
Negative Sign Bias
2.3370
< 0.0198
Positive Sign Bias
0.2160
0.8291
Joint Effect
6.1130
0.1062