spb/wp47_uqo

1{2 "lambda_dl": 0.7308,3 "lambda_hat_2008_2026": 0.4912172574042841,4 "n_days": 4966,5 "first": "2007-01-02",6 "last": "2026-11-05",7 "rmse_fit_bp": 11.9588833231506,8 "rmse_fit_bp_lambdahat": 9.364994621429824,9 "factor_means_2008_": {10  "level": 3.543,11  "slope": -1.99,12  "curvature": -2.88713 },14 "factor_sd_2008_": {15  "level": 1.049,16  "slope": 1.722,17  "curvature": 2.20618 },19 "dfactor_sd_bp": {20  "level": 6.17,21  "slope": 7.27,22  "curvature": 16.823 },24 "corr_dfactors": {25  "level": {26   "level": 1.0,27   "slope": -0.816,28   "curvature": -0.10729  },30  "slope": {31   "level": -0.816,32   "slope": 1.0,33   "curvature": -0.17134  },35  "curvature": {36   "level": -0.107,37   "slope": -0.171,38   "curvature": 1.039  }40 },41 "corr_with_gsw_dfactors": {42  "level": 0.9578519628854429,43  "slope": 0.7920243936107295,44  "curvature": 0.703830306910111145 },46 "corr_level_vs_dgs10": 0.9082718909691208,47 "corr_slope_vs_spread10y3m": 0.996567595600473548}