I am running a model related to the MGARCH model. I am not able to solve this issue. What could be the possible reason for this issue, and how can it be solved?
MAXLIK Version 5.0.9 10/21/2024 10:06 pm
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return code = 0
normal convergence
Mean log-likelihood 0.00000
Number of cases 365
Covariance matrix of the parameters computed by the following method:
Estimated Hessian from the secant update
The covariance matrix of the parameters failed to invert
Parameters Estimates Gradient
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P01 0.005600 0.000000
P02 -0.016900 0.000000
P03 -0.070200 0.000000
P04 0.255800 0.000000
P05 0.011400 0.000000
P06 0.092100 0.000000