ΔVDAX-NEW

F (7, 44) =14.22

Prob > F = 0.0000

R2 = 0.8544

Coeff.

t

P > |t|

ΔVIX15

0.928709

8.52

0.000

Unemployment rate

−0.1410833

−0.04

0.964

IFO Business Climate Index

0.7597552

3.20***

0.003

Retail Sales

−0.208779

−0.81

0.425

Producer Price

0.7155088

0.87

0.388

Industrial Production

0.2359803

0.84

0.407

GDP

−0.2481186

−0.39

0.698

cons.

0.1233875

0.27

0.789