Y = DJI

X = VIX

## Model Summary

Residuals:

Min 1Q Median 3Q Max

-811.7 -408.3 -127.0 267.8 1485.3

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 21030.749 137.965 152.44 <2e-16 ***

VIX -196.115 8.457 -23.19 <2e-16 ***

—

Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 532.1 on 250 degrees of freedom

Multiple R-squared: 0.6827, Adjusted R-squared: 0.6814

F-statistic: 537.8 on 1 and 250 DF, p-value: < 2.2e-16

The regression analysis was generated in R.

Data source: Yahoo Finance

Time-frame: 2016