File size: 2,011 Bytes
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"market": "US",
"computedAt": "2026-09-06T23:56:19.377524+00:00",
"forecast": {
"models": {
"probit": {
"probability": 0.1392,
"probabilityRounded": 0.15,
"zone": "low",
"zoneLabel": "낮음",
"spread": 0.87,
"horizon": "12M",
"timeKind": "leading",
"precisionNote": "Estrella-Mishkin 고정계수·표준오차 미산출(점추정)",
"asOf": "2026-09-04",
"seriesId": "T10Y3M",
"staleAfterDays": 7
},
"sahm": {
"value": 0.0,
"triggered": false,
"zone": "normal",
"zoneLabel": "정상",
"horizon": "realtime",
"timeKind": "trigger(동행)",
"asOf": "2026-08-01",
"seriesId": "UNRATE",
"staleAfterDays": 45
},
"lei": {
"level": 6290650.67,
"mom6m": null,
"signal": "expansion",
"signalLabel": "확장",
"availableComponents": 10,
"totalComponents": 10,
"overlapNote": "term-spread·initial-claims 내포(probit/Sahm 부분 상관)",
"horizon": "6-9M",
"timeKind": "leading",
"asOf": "2026-07-01",
"staleAfterDays": 75
},
"hamilton": {
"timeKind": "retrospective",
"horizon": "동행",
"staleAfterDays": 120,
"revisionLabel": "분기 GDP·수정 대상",
"asOf": "2026-04-01",
"seriesId": "A191RL1Q225SBEA",
"seriesSource": "FRED",
"separation": 0.087,
"contractionProb": null,
"converged": true,
"status": "레짐 분리 약함"
}
},
"missing": []
},
"rates": {
"spread10y3m": 0.87,
"sign": "+",
"curveShape": "steep_normal",
"curveShapeLabel": "가파른정상",
"curveSource": "NelsonSiegel.interpretation",
"asOf": "2026-09-04",
"seriesId": "T10Y3M",
"staleAfterDays": 7,
"missing": []
},
"gar": {
"gar5": -0.47,
"gar25": 1.31,
"median": 2.08,
"gar75": 2.84,
"gar95": 4.67,
"skewness": 0.04,
"tailRisk": "moderate",
"tailRiskLabel": "보통",
"currentFCI": -0.278,
"observations": 98,
"horizon": 4,
"timeKind": "forward",
"seriesNote": "FCI(NFCI 대용) 조건부 GDP 성장률 분위(점추정 아닌 조건부 분포)",
"asOf": "2026-04-01",
"staleAfterDays": 120,
"revisionLabel": "분기 GDP·수정 대상"
},
"regimeBand": {
"status": "레짐 분리 약함",
"converged": true,
"separation": 0.087
}
} |