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 | |||