Variable | Coefficient | t-Statistic | Prob. | |
C | 0.090156 | 0.733507 | 0.4645 | |
GDP %** | −0.015065 | −2.346550 | 0.0204 | |
VSTOXX-index | −8.12E−08 | −1.094887 | 0.2755 | |
Debt % GDP | −0.000274 | −0.406271 | 0.6852 | |
Deficit % GDP | −0.000305 | −0.100221 | 0.9203 | |
Interest Rate | 0.029700 | 1.478241 | 0.1417 | |
Inflation | −0.025905 | −1.438975 | 0.1525 | |
SPREAD_1 | 0.858109 | 16.35609 | 0.0000 | |
Adjusted R-squared | 0.927300 | |||
F-statistic | 259.7493 | |||
Prob(F-statistic) | 0.000000 | |||