ΔVIX | F(10, 19) = 4.43 | Prob > F = 0.0026 | R2 = 0.5014 |
Coeff. | t | P > |t| | |
Unemployment rate | 1.819019 | 0.69 | 0.501 |
Personal Income | 0.4170374 | 0.95 | 0.356 |
Non-Farm Payroll | 0.0000125 | 1.98* | 0.062 |
Industrial Production | 0.1373665 | 0.08 | 0.938 |
NAPM | −0.1909254 | −1.37 | 0.188 |
Producer Price | 0.614553 | 0.32 | 0.753 |
Personal Cons. Exp. | 3.990704 | 0.46 | 0.650 |
Consumer Price | 8.584284 | 1.47 | 0.158 |
Retail Sales | −2.944926 | −2.78** | 0.012 |
GDP | 1.436861 | 1.09 | 0.289 |
cons. | −0.1298676 | −0.19 | 0.851 |