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Table 5 Results of the MGARCH-DCC (1,1) models

From: The Ebola contagion and forecasting virus: evidence from four African countries

  Guinea-Liberia Guinea-Nigeria Guinea-Sierra Leone Sierra Leone-Liberia
c 1 5.570(0.26) 0.102(0.05) 6.56(0.27) 0.397(0.94)
c 2 2.95(0.00) 2.62(0.11) 1.23(0.42) 0.969(0.87)
w 1 1539(0.29) 0.020(0.70) 224.21(0.69) 908.26(0.43)
w 2 44.14(0.15) 50.88(0.18) 60.082(0.14) 248.02(0.63)
α 1 0.201(0.00) 0.12(0.00) 0.065(0.00) 0.052(0.03)
α 2 0.170(0.00) 0.097(0.00) 0.065(0.00) 0.047(0.24)
β 1 −0.361(0.260) 0.676(0.15) 0.608(0.42) 0.36(0.64)
β 2 0.430(0.123) 0.453(0.18) 0.41(0.25) 0.61(0.36)
α m 0.078(0.58) 0.583(0.03) 0.17(0.74) 0.09(0.71)
b n 0.310(0.32) 0.008(0.98) 0.24(0.80) 0.469(0.87)
  1. Notes: The value between (.) is P-value.