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