| { |
| "market": "US", |
| "computedAt": "2026-08-17T22:16:41.066215+00:00", |
| "forecast": { |
| "models": { |
| "probit": { |
| "probability": 0.142, |
| "probabilityRounded": 0.15, |
| "zone": "low", |
| "zoneLabel": "낮음", |
| "spread": 0.85, |
| "horizon": "12M", |
| "timeKind": "leading", |
| "precisionNote": "Estrella-Mishkin 고정계수·표준오차 미산출(점추정)", |
| "asOf": "2026-08-17", |
| "seriesId": "T10Y3M", |
| "staleAfterDays": 7 |
| }, |
| "sahm": { |
| "value": 0.0, |
| "triggered": false, |
| "zone": "normal", |
| "zoneLabel": "정상", |
| "horizon": "realtime", |
| "timeKind": "trigger(동행)", |
| "asOf": "2026-07-01", |
| "seriesId": "UNRATE", |
| "staleAfterDays": 45 |
| }, |
| "lei": { |
| "level": 6223613.58, |
| "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": "2026-06-01", |
| "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": 0.85, |
| "sign": "+", |
| "curveShape": "steep_normal", |
| "curveShapeLabel": "가파른정상", |
| "curveSource": "NelsonSiegel.interpretation", |
| "asOf": "2026-08-17", |
| "seriesId": "T10Y3M", |
| "staleAfterDays": 7, |
| "missing": [] |
| }, |
| "gar": { |
| "gar5": -0.48, |
| "gar25": 1.31, |
| "median": 2.08, |
| "gar75": 2.84, |
| "gar95": 4.67, |
| "skewness": 0.03, |
| "tailRisk": "moderate", |
| "tailRiskLabel": "보통", |
| "currentFCI": -0.279, |
| "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 |
| } |
| } |
