VIX

KFSI

VIX(−1)

0.374932

−0.003100

(0.09996)

(0.00552)

[3.75070]

[−0.56182]

KFSI(−1)

3.702195

0.831712

(0.77609)

(0.04284)

[4.77034]

[19.4146]

C

13.43168

−0.008951

(2.23649)

(0.12345)

[6.00569]

[−0.07251]

R-squared

0.714961

0.931928

Adj. R-squared

0.707557

0.930160

Sum sq. resids

1033.832

3.150074

S.E. equation

3.664203

0.202262

F-statistic

96.56903

527.0810

Log likelihood

−215.8751

15.86895

Akaike AIC

5.471878

−0.321724

Schwarz SC

5.561204

−0.232398

Mean dependent

21.03863

−0.162500

S.D. dependent

6.775774

0.765357