Capitalytics

**Regression for Market Volatility Index**

	Dependent variable (+/- SE):

	Market Volatility Index

Constant	-5.788 (+/- 12.590)
	p = 0.649
20-year Treasury Yield	-55.740 (+/- 18.790)
	p = 0.006^***
LN_20-year Treasury Yield	174.627 (+/- 60.843)
	p = 0.007^***
7-year Treasury Yield	43.098 (+/- 12.145)
	p = 0.002^***
LN_7-year Treasury Yield	-111.518 (+/- 26.496)
	p = 0.0002^***

Observations	40
R²	0.537
Adjusted R²	0.484
Residual Std. Error	9.246 (df = 35)
F Statistic	10.140^*** (df = 4; 35)

Note:	^p<0.1; ^p<0.05; ^**p<0.01