Fitch cites governance and debt path; long-end yields drift higher.
Pre/post market reaction
| Window | US 10Y Δ | US 10Y Δ | Spread Δ |
|---|---|---|---|
| 1d | 0.00pp | 0.00pp | 0.00pp |
| 1w | 0.00pp | 0.00pp | 0.00pp |
| 1m | 0.00pp | 0.00pp | 0.00pp |
| 3m | +0.05pp | +0.05pp | 0.00pp |
Yields at monthly resolution; sub-month windows interpolated. pp = percentage points.
Fiscal repricing
Moderate fiscal-driven move.
Inference scores
no-signal
confidence: highNo abnormal yield movement detected after factor-model controls.
Early warning29/100
Abnormal yield move before the event (90d proxy).
Reaction29/100
Abnormal yield move after the event (1m / 3m).
Constraint42/100
Lead/lag band: no-signal.
Amplification0/100
Post-event move beyond pre, on a crisis backdrop.
Confidence70/100
Severity × benchmark coverage × data coverage.
v1 scores use a simple factor model on monthly yields. See docs/METHODOLOGY.md.
AI Inference
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