Variable | Coefficient | t-Statistic | Prob. |
C | 0.017773 | 0.268672 | 0.7886 |
GDP % | −0.012464 | −1.655113 | 0.1002 |
VSTOXX-index | −7.87E−08 | −1.007438 | 0.3155 |
Debt % GDP | 0.000688 | 1.187126 | 0.2373 |
Deficit % GDP | 0.002366 | 0.410968 | 0.6817 |
Interest Rate | 0.005877 | 0.326343 | 0.7447 |
Inflation | −0.004286 | −0.285493 | 0.7757 |
SPREAD_1 | 0.921252 | 21.80586 | 0.0000 |
Adjusted R-squared | 0.926470 | ||
F-statistic | 256.5959 | ||
Prob(F-statistic) | 0.000000 |