Variable | Coefficient | t-Statistic | Prob | |
C | −0.347736 | −1.255272 | 0.2115 | |
GDP %** | −0.021372 | −2.218123 | 0.0282 | |
VSTOXX-index | 1.41E−07 | 1.076469 | 0.2836 | |
Debt % GDP | 0.006214 | 1.615820 | 0.1085 | |
Deficit % GDP* | −0.024260 | −1.764912 | 0.0798 | |
Interest Rate*** | 0.129929 | 3.273557 | 0.0013 | |
Inflation | −0.013568 | −0.461333 | 0.6453 | |
SPREAD_1 | 0.880969 | 25.74568 | 0.0000 | |
Adjusted R-squared | 0.986450 | |||
F-statistic | 1477.847 | |||
Prob(F-statistic) | 0.000000 | |||