Variable

Coefficient

t-Statistic

Prob.

C

0.009774

0.069656

0.9446

GDP %

−0.013341

−1.577202

0.1171

VSTOXX-index

−1.17E−07

−1.497086

0.1367

Debt % GDP

0.000677

0.486624

0.6273

Deficit % GDP

0.00415

0.546169

0.5859

Interest Rate

−0.004886

−0.268785

0.7885

Inflation

0.009672

0.584874

0.5596

SPREAD_1

0.952462

24.17211

0

Adjusted R-squared

0.924747

F-statistic

250.2817

Prob(F-statistic)

0