ΔVDAX-NEW | F (7,22) = 6.66 | Prob > F = 0.0003 | R2 = 0.7659 |
Coeff. | t | P > |t| | |
ΔVIX19 | 0.4540724 | 4.17 | 0.000 |
Unemployment rate | −7.611319 | −1.46 | 0.158 |
IFO Business Climate Index | 0.0198144 | 0.09 | 0.929 |
Retail Sales | 0.0742957 | 0.25 | 0.806 |
Producer Price | −5.636898 | −3.67*** | 0.001 |
Industrial Production | 0.340043 | 1.19 | 0.248 |
GDP | 3.981714 | 1.42 | 0.169 |
cons. | −0.6733441 | −2.02 | 0.056 |