Variable | Coefficient | t-Statistic | Prob. | |
C | 0.403369 | 3.313309 | 0.0012 | |
GDP %*** | 0.038695 | 3.421908 | 0.0008 | |
VSTOXX-index*** | 0.004484 | 3.292362 | 0.0013 | |
Debt % GDP*** | −0.012807 | −3.388906 | 0.0009 | |
Deficit % GDP** | −0.032164 | −2.550496 | 0.0119 | |
Interest Rate** | −0.042634 | −2.002730 | 0.0472 | |
Inflation | 0.012905 | 0.619714 | 0.5365 | |
SPREAD_1 | 0.893911 | 26.39179 | 0.0000 | |
Adjusted R-squared | 0.930019 | |||
F-statistic | 270.5904 | |||
Prob(F-statistic) | 0.000000 | |||