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