File size: 2,009 Bytes
76fac9c cce545e 76fac9c 23c8195 729cc82 bc8d5f4 23c8195 76fac9c 8f926a1 76fac9c d6ddf0b 76fac9c 9ba82fd 76fac9c cce545e 76fac9c 80297e2 76fac9c ba1a6a2 76fac9c 44eac74 76fac9c 23c8195 76fac9c 8f926a1 76fac9c 5a0c440 e6c4325 f77c437 e6c4325 f77c437 5a0c440 f77c437 5a0c440 f77c437 76fac9c 44eac74 76fac9c | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 | {
"market": "US",
"computedAt": "2026-10-13T03:08:27.982533+00:00",
"forecast": {
"models": {
"probit": {
"probability": 0.123,
"probabilityRounded": 0.1,
"zone": "low",
"zoneLabel": "낮음",
"spread": 0.99,
"horizon": "12M",
"timeKind": "leading",
"precisionNote": "Estrella-Mishkin 고정계수·표준오차 미산출(점추정)",
"asOf": "2026-10-09",
"seriesId": "T10Y3M",
"staleAfterDays": 7
},
"sahm": {
"value": 0.0,
"triggered": false,
"zone": "normal",
"zoneLabel": "정상",
"horizon": "realtime",
"timeKind": "trigger(동행)",
"asOf": "2026-09-01",
"seriesId": "UNRATE",
"staleAfterDays": 45
},
"lei": {
"level": 6289443.86,
"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": "2026-08-01",
"staleAfterDays": 75
},
"hamilton": {
"timeKind": "retrospective",
"horizon": "동행",
"staleAfterDays": 120,
"revisionLabel": "분기 GDP·수정 대상",
"asOf": "2026-04-01",
"seriesId": "A191RL1Q225SBEA",
"seriesSource": "FRED",
"separation": 0.085,
"contractionProb": null,
"converged": true,
"status": "레짐 분리 약함"
}
},
"missing": []
},
"rates": {
"spread10y3m": 0.99,
"sign": "+",
"curveShape": "steep_normal",
"curveShapeLabel": "가파른정상",
"curveSource": "NelsonSiegel.interpretation",
"asOf": "2026-10-09",
"seriesId": "T10Y3M",
"staleAfterDays": 7,
"missing": []
},
"gar": {
"gar5": -0.46,
"gar25": 1.31,
"median": 2.08,
"gar75": 2.84,
"gar95": 4.67,
"skewness": 0.05,
"tailRisk": "moderate",
"tailRiskLabel": "보통",
"currentFCI": -0.275,
"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": 0.085
}
} |