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 =============================================================================== 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 ---------------------------------------------- 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