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) |