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