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