Table 3 Results of the EGARCH (1,1) models
From: The Ebola contagion and forecasting virus: evidence from four African countries
Guinea | Sierra Leone | Liberia | Nigeria | |
|---|---|---|---|---|
c 1 | 2.603 | 1.004 | 0.00 | 0.033 |
δ 0 | 0.332*** | 2.812*** | −0.156 | −2.447*** |
δ 1 | 0.921*** | 0.268*** | 0.930*** | 0.313*** |
γ 0 | −1.033*** | 1.095*** | 0.281*** | −0.190*** |
γ 1 | 0.260*** | 2.729*** | −0.411*** | 0.035*** |