| 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 |