Rates Statistical Structure Weekly
Residual stationarity on both tests, a Markov-switching check column beside the regime voter and the jump model, and the weeks the columns disagree.
data as of 2026-10-13 · published 2026-10-14 · next update next Wednesday
TL;DR — the read in bullets
- The 2s10s slope is +0.42pp on 2026-10-13. ADF gives p=0.0591 and KPSS gives p=0.0144 on the weekly series, 2629 observations.
- The regime voter reads risk_on, the jump model reads calm / risk-on, and the switching check column reads settled (narrower slope variance) with probability 1.00. Across the 260 weeks the check column and the agreement index both cover, n_weeks_disagree=94.
3 further findings, 1 chart and the rest of the analysis are in the full report.
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MacroTerminal Research is market commentary and data analysis. It is not investment advice, and nothing here is a recommendation to buy or sell anything.
MacroTerminal is a research publication and is not investment advice; nothing here is a recommendation to buy or sell anything.
MacroTerminal is a research publication and is not investment advice; nothing here is a recommendation to buy or sell anything.