Variable | Coefficient | t-Statistic | Prob. | |
C | 0.062461 | 0.262000 | 0.7937 | |
GDP %** | −0.010134 | −2.237220 | 0.0269 | |
VSTOXX-index | −1.14E−07 | −1.511189 | 0.1331 | |
Debt % GDP | 0.000126 | 0.077385 | 0.9384 | |
Deficit % GDP | 0.009556 | 0.836485 | 0.4044 | |
Interest Rate | −0.007392 | −0.433566 | 0.6653 | |
Inflation | 0.004725 | 0.315657 | 0.7528 | |
SPREAD_1 | 0.940268 | 24.24503 | 0.0000 | |
Adjusted R-squared | 0.926161 | |||
F-statistic | 255.4437 | |||
Prob(F-statistic) | 0.000000 | |||