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Table 20 Out-of-Sample forecast of daily number of deaths for the fitted models 95% VaR levels

From: Estimating the risk of SARS-CoV-2 deaths using a Markov switching-volatility model combined with heavy-tailed distributions for South Africa

Day

\({\varvec{O}}{\varvec{b}}{\varvec{s}}{\varvec{e}}{\varvec{r}}{\varvec{v}}{\varvec{e}}{\varvec{d}}\boldsymbol{ }{\varvec{d}}{\varvec{e}}{\varvec{a}}{\varvec{t}}{\varvec{h}}{\varvec{s}}\)

\({\varvec{P}}{\varvec{I}}{\varvec{V}}{\varvec{D}}\)

StD

SStD

NRIG

\(1\)

361

322

182

328

308

2

274

290

104

282

252

3

134

247

84

250

254

4

235

218

70

209

170

5

431

304

62

299

211

6

235

275

51

281

182

7

418

524

47

503

200

8

247

317

34

322

162

9

182

114

23

118

57

10

76

41

15

50

34

RMSE

 

74

197

77

117