Variable

Coefficient

t-Statistic

Prob.

C

0.017773

0.268672

0.7886

GDP %

−0.012464

−1.655113

0.1002

VSTOXX-index

−7.87E−08

−1.007438

0.3155

Debt % GDP

0.000688

1.187126

0.2373

Deficit % GDP

0.002366

0.410968

0.6817

Interest Rate

0.005877

0.326343

0.7447

Inflation

−0.004286

−0.285493

0.7757

SPREAD_1

0.921252

21.80586

0.0000

Adjusted R-squared

0.926470

F-statistic

256.5959

Prob(F-statistic)

0.000000